+169.0%
IJR vs RACE
+817.8%
-648.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.1% |
| 30D | -3.6% | -1.1% | -2.5% | -3.3% |
| 3M | +2.3% | +12.5% | -10.2% | -2.7% |
| 6M | +14.3% | +17.4% | -3.1% | +6.4% |
| YTD | +19.3% | +10.1% | +9.2% | +13.2% |
| 1Y | +22.6% | -15.1% | +37.8% | +28.0% |
| 3Y | +53.5% | +38.9% | +14.6% | +25.1% |
| 5Y | +39.9% | +90.7% | -50.7% | -2.9% |
| All | +169.0% | +817.8% | -648.8% | +5.1% |
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