+116.3%
IBB vs RACE
+658.9%
-542.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -1.8% | +5.1% | -6.9% | -3.5% |
| 30D | +5.1% | +7.7% | -2.6% | +2.4% |
| 3M | +10.7% | +2.2% | +8.5% | +9.7% |
| 6M | +22.9% | +23.8% | -0.9% | +13.4% |
| YTD | +26.7% | +13.9% | +12.8% | +19.4% |
| 1Y | +35.1% | +3.8% | +31.3% | +31.5% |
| 3Y | +80.2% | +28.0% | +52.2% | +55.7% |
| 5Y | +37.8% | +64.9% | -27.1% | +5.4% |
| 10Y | +161.2% | +780.4% | -619.2% | +12.8% |
| All | +116.3% | +658.9% | -542.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling