+48.4%
IEFA vs RACE
+67.1%
-18.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.8% |
| 7D | +1.1% | +3.9% | -2.8% | -0.2% |
| 30D | +1.2% | +7.4% | -6.2% | -1.2% |
| 3M | -3.4% | +1.6% | -5.0% | -4.0% |
| 6M | +2.0% | +23.3% | -21.3% | -5.6% |
| YTD | +11.0% | +14.7% | -3.7% | +4.7% |
| 1Y | +15.2% | +2.5% | +12.7% | +13.0% |
| 3Y | +68.4% | +28.0% | +40.4% | +42.6% |
| 5Y | +48.4% | +69.8% | -21.4% | +2.4% |
| All | +48.4% | +67.1% | -18.7% | +2.4% |
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