+150.3%
IJR vs RACE
+729.2%
-578.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +3.8% | +6.1% | -2.3% | +1.5% |
| 3M | -5.7% | -0.3% | -5.5% | -5.9% |
| 6M | +4.6% | +23.4% | -18.8% | -4.3% |
| YTD | +18.0% | +12.5% | +5.4% | +10.9% |
| 1Y | +21.8% | -0.5% | +22.3% | +20.1% |
| 3Y | +61.1% | +23.6% | +37.5% | +38.5% |
| 5Y | +27.3% | +65.4% | -38.1% | -6.1% |
| All | +150.3% | +729.2% | -578.9% | +1.9% |
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