+169.3%
IJH vs RACE
+729.2%
-559.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +2.1% | +6.1% | -4.1% | -0.3% |
| 3M | -5.7% | -0.3% | -5.4% | -5.8% |
| 6M | +1.4% | +23.4% | -22.0% | -7.4% |
| YTD | +12.6% | +12.5% | +0.1% | +5.7% |
| 1Y | +16.1% | -0.5% | +16.6% | +14.4% |
| 3Y | +57.8% | +23.6% | +34.2% | +34.9% |
| 5Y | +36.8% | +65.4% | -28.7% | -0.2% |
| All | +169.3% | +729.2% | -559.9% | +14.2% |
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