+148.3%
IBM vs RACE
+68.9%
+79.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -3.9% | +2.1% | -0.8% |
| 30D | +10.1% | +6.8% | +3.3% | +8.5% |
| 3M | +4.8% | +1.3% | +3.5% | +4.4% |
| 6M | +12.6% | +26.3% | -13.7% | +6.9% |
| YTD | -13.9% | +13.8% | -27.7% | -16.9% |
| 1Y | -18.7% | -0.5% | -18.3% | -19.4% |
| 3Y | +81.9% | +25.6% | +56.3% | +69.2% |
| 5Y | +148.3% | +67.6% | +80.7% | +108.4% |
| All | +148.3% | +68.9% | +79.4% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling