+147.8%
IEFA vs RACE
+717.8%
-570.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +1.3% | -4.0% | +5.3% | +2.8% |
| 30D | +0.1% | +3.5% | -3.4% | -1.2% |
| 3M | -4.2% | -0.4% | -3.8% | -4.2% |
| 6M | +1.9% | +23.2% | -21.3% | -6.1% |
| YTD | +9.9% | +11.0% | -1.1% | +4.5% |
| 1Y | +11.5% | -2.2% | +13.8% | +11.0% |
| 3Y | +66.0% | +22.5% | +43.4% | +45.4% |
| 5Y | +47.5% | +63.2% | -15.7% | +12.4% |
| All | +147.8% | +717.8% | -570.0% | +12.3% |
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