+149.9%
IBM vs RACE
+738.3%
-588.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.5% | +3.9% | -6.5% | -3.6% |
| 30D | +8.4% | +7.4% | +0.9% | +6.1% |
| 3M | +4.5% | +1.6% | +2.9% | +3.8% |
| 6M | +7.9% | +23.3% | -15.4% | +1.2% |
| YTD | -15.2% | +14.7% | -29.9% | -19.2% |
| 1Y | -17.6% | +2.5% | -20.1% | -19.0% |
| 3Y | +82.1% | +28.0% | +54.1% | +62.4% |
| 5Y | +143.3% | +69.8% | +73.5% | +94.1% |
| 10Y | +149.9% | +734.9% | -585.0% | +36.7% |
| All | +149.9% | +738.3% | -588.4% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling