+213.7%
IJH vs RACE
+647.6%
-433.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | -1.5% | +0.8% | -2.3% | -1.9% |
| 3M | +0.8% | +17.2% | -16.4% | -5.4% |
| 6M | +7.6% | +13.6% | -6.0% | +1.7% |
| YTD | +15.5% | +12.2% | +3.3% | +9.0% |
| 1Y | +16.9% | -16.3% | +33.2% | +22.3% |
| 3Y | +48.1% | +36.4% | +11.6% | +23.2% |
| 5Y | +47.8% | +95.0% | -47.1% | +4.3% |
| 10Y | +178.6% | +813.2% | -634.7% | +23.2% |
| All | +213.7% | +647.6% | -433.9% | +34.3% |
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