-12.3%
IP vs RACE
+65.1%
-77.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.2% |
| 7D | -5.0% | +5.7% | -10.6% | -6.8% |
| 30D | +6.5% | +9.3% | -2.8% | +3.4% |
| 3M | -18.0% | +3.8% | -21.9% | -19.1% |
| 6M | +10.3% | +29.8% | -19.5% | +1.3% |
| YTD | -9.9% | +15.6% | -25.5% | -14.6% |
| 1Y | -1.1% | +5.1% | -6.1% | -3.6% |
| 3Y | +13.0% | +30.8% | -17.8% | +1.0% |
| 5Y | -12.3% | +67.4% | -79.7% | -33.5% |
| All | -12.3% | +65.1% | -77.4% | -33.5% |
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