+406.6%
IGV vs RACE
+658.9%
-252.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -5.2% | +5.1% | -10.3% | -7.3% |
| 30D | -10.0% | +7.7% | -17.7% | -13.0% |
| 3M | -0.5% | +2.2% | -2.7% | -1.7% |
| 6M | +12.6% | +23.8% | -11.1% | +1.6% |
| YTD | -6.4% | +13.9% | -20.3% | -13.4% |
| 1Y | -9.5% | +3.8% | -13.3% | -12.7% |
| 3Y | +41.7% | +28.0% | +13.7% | +17.0% |
| 5Y | +12.7% | +64.9% | -52.3% | -19.6% |
| 10Y | +354.1% | +780.4% | -426.3% | +73.8% |
| All | +406.6% | +658.9% | -252.2% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling