+14.8%
IGV vs RACE
+64.4%
-49.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +2.9% |
| 30D | -6.0% | +6.1% | -12.1% | -8.5% |
| 3M | -4.8% | -0.3% | -4.5% | -4.9% |
| 6M | +14.2% | +23.4% | -9.2% | +3.3% |
| YTD | -4.2% | +12.5% | -16.8% | -10.8% |
| 1Y | -5.3% | -0.5% | -4.8% | -6.4% |
| 3Y | +38.8% | +23.6% | +15.2% | +9.3% |
| All | +14.8% | +64.4% | -49.6% | -31.3% |
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 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