+73.1%
IBN vs RACE
+62.4%
+10.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +5.7% | -4.0% | +9.7% | +6.9% |
| 30D | +20.5% | +3.5% | +17.0% | +19.3% |
| 3M | +15.2% | -0.4% | +15.7% | +15.2% |
| 6M | +34.5% | +23.2% | +11.4% | +26.3% |
| YTD | +16.4% | +11.0% | +5.4% | +12.0% |
| 1Y | +13.5% | -2.2% | +15.8% | +13.0% |
| 3Y | +55.4% | +22.5% | +32.9% | +33.2% |
| 5Y | +73.1% | +63.2% | +9.9% | +17.6% |
| All | +73.1% | +62.4% | +10.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling