+14.5%
IBN vs RACE
+3.0%
+11.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +14.6% | +3.9% | +10.7% | +13.3% |
| 30D | +23.5% | +7.4% | +16.1% | +21.1% |
| 3M | +14.0% | +1.6% | +12.4% | +13.2% |
| 6M | +31.1% | +23.3% | +7.8% | +23.6% |
| YTD | +16.6% | +14.7% | +1.9% | +9.4% |
| All | +14.5% | +3.0% | +11.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling