+941.7%
IBKR vs RACE
+647.6%
+294.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.4% |
| 7D | -3.3% | -2.5% | -0.8% | -2.3% |
| 30D | +4.5% | +0.8% | +3.7% | +4.2% |
| 3M | +6.5% | +17.2% | -10.7% | 0.0% |
| 6M | +34.2% | +13.6% | +20.6% | +27.1% |
| YTD | +44.5% | +12.2% | +32.2% | +36.6% |
| 1Y | +44.7% | -16.3% | +61.0% | +51.7% |
| 3Y | +306.7% | +36.4% | +270.3% | +240.1% |
| 5Y | +489.9% | +95.0% | +394.9% | +317.7% |
| 10Y | +1,019.5% | +813.2% | +206.3% | +369.5% |
| All | +941.7% | +647.6% | +294.1% | +322.1% |
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 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