+188.9%
IBM vs RACE
+670.3%
-481.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | -4.3% | +5.7% | -10.0% | -5.8% |
| 30D | +11.7% | +9.3% | +2.4% | +8.9% |
| 3M | +5.5% | +3.8% | +1.7% | +4.2% |
| 6M | +9.5% | +29.8% | -20.3% | +1.4% |
| YTD | -14.9% | +15.6% | -30.5% | -19.0% |
| 1Y | -17.4% | +5.1% | -22.4% | -19.3% |
| 3Y | +83.3% | +30.8% | +52.5% | +63.3% |
| 5Y | +142.1% | +67.4% | +74.6% | +96.1% |
| 10Y | +157.2% | +793.6% | -636.5% | +29.3% |
| All | +188.9% | +670.3% | -481.5% | +37.8% |
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