+55.6%
IOT vs RACE
+64.5%
-8.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.5% |
| 7D | -0.8% | -2.2% | +1.4% | +0.6% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | +17.8% | +17.9% | -0.1% | +5.1% |
| 6M | +16.8% | +19.3% | -2.4% | +2.1% |
| YTD | +8.4% | +11.9% | -3.4% | -2.3% |
| 1Y | -0.8% | -12.7% | +11.9% | +5.2% |
| 3Y | +25.7% | +41.1% | -15.4% | -29.3% |
| All | +55.6% | +64.5% | -8.9% | -22.0% |
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