-16.1%
IP vs RACE
+93.6%
-109.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | -10.2% | +13.6% | -23.8% | -14.1% |
| YTD | -2.0% | +12.2% | -14.2% | -6.2% |
| 1Y | -19.1% | -16.3% | -2.8% | -16.2% |
| 3Y | +20.9% | +36.4% | -15.6% | +6.6% |
| All | -16.1% | +93.6% | -109.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling