+112.6%
IBB vs RACE
+670.3%
-557.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.2% |
| 7D | -3.6% | +5.7% | -9.3% | -5.4% |
| 30D | +3.4% | +9.3% | -5.9% | +0.3% |
| 3M | +9.5% | +3.8% | +5.7% | +7.9% |
| 6M | +23.3% | +29.8% | -6.5% | +11.9% |
| YTD | +24.5% | +15.6% | +8.9% | +16.8% |
| 1Y | +32.9% | +5.1% | +27.8% | +28.8% |
| 3Y | +76.6% | +30.8% | +45.8% | +51.4% |
| 5Y | +35.5% | +67.4% | -31.9% | +3.1% |
| 10Y | +156.7% | +793.6% | -636.9% | +10.3% |
| All | +112.6% | +670.3% | -557.7% | -13.3% |
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