+171.3%
IBM vs RACE
+640.3%
-469.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | -1.5% | -1.5% | 0.0% | -1.1% |
| 3M | -16.8% | +15.5% | -32.2% | -20.2% |
| 6M | -9.0% | +17.3% | -26.3% | -13.3% |
| YTD | -20.1% | +11.1% | -31.2% | -23.0% |
| 1Y | -7.0% | -14.3% | +7.3% | -4.3% |
| 3Y | +72.4% | +40.2% | +32.2% | +50.2% |
| 5Y | +112.0% | +92.6% | +19.4% | +63.5% |
| 10Y | +131.6% | +786.6% | -655.0% | +16.9% |
| All | +171.3% | +640.3% | -469.0% | +31.0% |
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