+79.2%
IOT vs RACE
+26.1%
+53.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -3.9% | +2.5% | -0.2% |
| 30D | +1.5% | +6.8% | -5.3% | -0.3% |
| 3M | +4.8% | +1.3% | +3.4% | +4.2% |
| 6M | +45.3% | +26.3% | +19.0% | +35.3% |
| YTD | +19.2% | +13.8% | +5.4% | +13.4% |
| 1Y | +6.1% | -0.5% | +6.5% | +5.4% |
| All | +79.2% | +26.1% | +53.1% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling