+148.2%
IEFA vs RACE
+741.5%
-593.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -3.9% | +2.8% | +0.3% |
| 30D | +1.3% | +6.8% | -5.5% | -1.1% |
| 3M | -3.2% | +1.3% | -4.5% | -3.8% |
| 6M | +2.0% | +26.3% | -24.3% | -6.9% |
| YTD | +10.7% | +13.8% | -3.1% | +4.3% |
| 1Y | +13.0% | -0.5% | +13.4% | +11.7% |
| 3Y | +67.1% | +25.6% | +41.5% | +45.2% |
| 5Y | +49.4% | +67.6% | -18.2% | +12.8% |
| 10Y | +148.2% | +724.7% | -576.5% | +12.7% |
| All | +148.2% | +741.5% | -593.4% | +12.7% |
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