+59.0%
IBN vs RACE
+26.1%
+32.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -3.9% | +15.0% | +11.8% |
| 30D | +23.9% | +6.8% | +17.0% | +22.6% |
| 3M | +16.3% | +1.3% | +15.0% | +15.9% |
| 6M | +34.2% | +26.3% | +7.9% | +29.5% |
| YTD | +17.6% | +13.8% | +3.8% | +14.5% |
| 1Y | +13.8% | -0.5% | +14.3% | +12.3% |
| All | +59.0% | +26.1% | +32.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling