+301.1%
IBN vs RACE
+647.6%
-346.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +1.4% | -2.5% | +3.9% | +2.3% |
| 30D | -0.3% | +0.8% | -1.1% | -0.7% |
| 3M | +17.1% | +17.2% | 0.0% | +10.0% |
| 6M | +3.4% | +13.6% | -10.2% | -2.2% |
| YTD | +2.5% | +12.2% | -9.7% | -3.0% |
| 1Y | -4.2% | -16.3% | +12.1% | +0.2% |
| 3Y | +32.4% | +36.4% | -4.0% | +7.9% |
| 5Y | +59.2% | +95.0% | -35.8% | +8.0% |
| 10Y | +345.7% | +813.2% | -467.6% | +57.3% |
| All | +301.1% | +647.6% | -346.5% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling