+18.5%
IP vs RACE
+33.1%
-14.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.1% |
| 7D | +3.4% | +9.9% | -6.5% | +0.2% |
| 30D | +11.2% | +12.8% | -1.6% | +6.9% |
| 3M | -14.8% | +7.4% | -22.1% | -16.8% |
| 6M | +17.3% | +27.6% | -10.3% | +8.5% |
| YTD | -6.2% | +18.4% | -24.5% | -11.8% |
| 1Y | +2.3% | +9.5% | -7.2% | -1.9% |
| All | +18.5% | +33.1% | -14.6% | +21.3% |
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