+819.9%
IBKR vs RACE
+649.8%
+170.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +7.9% | -1.2% | +9.1% | +8.4% |
| 30D | -2.8% | +6.1% | -8.9% | -5.0% |
| 3M | -10.5% | -0.3% | -10.2% | -10.4% |
| 6M | -3.7% | +23.4% | -27.2% | -11.6% |
| YTD | +27.6% | +12.5% | +15.0% | +20.4% |
| 1Y | +22.5% | -0.5% | +23.0% | +21.1% |
| 3Y | +307.2% | +23.6% | +283.6% | +255.4% |
| 5Y | +357.7% | +65.4% | +292.2% | +246.1% |
| 10Y | +846.8% | +715.5% | +131.3% | +310.4% |
| All | +819.9% | +649.8% | +170.2% | +272.2% |
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