+23.9%
IP vs RACE
+36.9%
-13.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.8% |
| 7D | -5.3% | -2.5% | -2.7% | -4.5% |
| 30D | -10.9% | +0.8% | -11.6% | -11.1% |
| 3M | +11.2% | +17.2% | -6.0% | +6.0% |
| 6M | -10.2% | +13.6% | -23.8% | -14.0% |
| YTD | -2.0% | +12.2% | -14.2% | -6.1% |
| 1Y | -19.1% | -16.3% | -2.8% | -17.5% |
| All | +23.9% | +36.9% | -13.0% | +22.8% |
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