+388.7%
IBN vs RACE
+741.5%
-352.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -3.9% | +15.0% | +12.6% |
| 30D | +23.9% | +6.8% | +17.0% | +20.9% |
| 3M | +16.3% | +1.3% | +15.0% | +15.5% |
| 6M | +34.2% | +26.3% | +7.9% | +22.4% |
| YTD | +17.6% | +13.8% | +3.8% | +10.7% |
| 1Y | +13.8% | -0.5% | +14.3% | +12.5% |
| 3Y | +57.0% | +25.6% | +31.4% | +32.7% |
| 5Y | +75.3% | +67.6% | +7.7% | +26.4% |
| 10Y | +388.7% | +724.7% | -336.0% | +90.4% |
| All | +388.7% | +741.5% | -352.9% | +90.4% |
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 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