+206.0%
IJH vs RACE
+649.8%
-443.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +2.1% | +6.1% | -4.1% | -0.2% |
| 3M | -5.7% | -0.3% | -5.4% | -5.8% |
| 6M | +1.4% | +23.4% | -22.0% | -6.9% |
| YTD | +12.6% | +12.5% | +0.1% | +6.1% |
| 1Y | +16.1% | -0.5% | +16.6% | +14.5% |
| 3Y | +57.8% | +23.6% | +34.2% | +37.0% |
| 5Y | +36.8% | +65.4% | -28.7% | +2.9% |
| 10Y | +173.7% | +715.5% | -541.8% | +24.4% |
| All | +206.0% | +649.8% | -443.8% | +30.7% |
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