+44.9%
IBKR vs RACE
-12.0%
+56.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | -1.3% | +0.9% | -2.3% | -1.5% |
| 30D | -0.2% | +1.6% | -1.8% | -0.4% |
| 3M | +3.0% | +13.2% | -10.2% | +0.8% |
| 6M | +33.9% | +22.9% | +11.0% | +28.4% |
| YTD | +42.5% | +13.3% | +29.2% | +37.3% |
| 1Y | +44.9% | -12.7% | +57.5% | +43.1% |
| All | +44.9% | -12.0% | +56.9% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling