+355.7%
IBN vs RACE
+740.1%
-384.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | +15.1% | +5.1% | +10.0% | +13.0% |
| 30D | +21.6% | +7.7% | +13.9% | +18.4% |
| 3M | +11.2% | +2.2% | +9.0% | +10.1% |
| 6M | +27.8% | +23.8% | +4.0% | +17.3% |
| YTD | +14.7% | +13.9% | +0.8% | +8.0% |
| 1Y | +14.4% | +3.8% | +10.6% | +11.3% |
| 3Y | +52.1% | +28.0% | +24.1% | +27.5% |
| 5Y | +70.7% | +64.9% | +5.8% | +24.0% |
| All | +355.7% | +740.1% | -384.4% | +82.1% |
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