+23.5%
IGV vs RACE
+93.6%
-70.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -4.5% | -2.5% | -2.0% | -3.4% |
| 30D | +3.2% | +0.8% | +2.4% | +2.8% |
| 3M | +4.5% | +17.2% | -12.6% | -2.8% |
| 6M | +22.1% | +13.6% | +8.5% | +14.3% |
| YTD | -1.0% | +12.2% | -13.3% | -7.5% |
| 1Y | -2.1% | -16.3% | +14.2% | +4.4% |
| 3Y | +44.6% | +36.4% | +8.1% | +6.3% |
| All | +23.5% | +93.6% | -70.1% | -29.6% |
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