+47.2%
IP vs RACE
+688.6%
-641.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | -0.1% |
| 7D | +3.4% | +9.9% | -6.5% | -0.3% |
| 30D | +11.2% | +12.8% | -1.6% | +6.3% |
| 3M | -14.8% | +7.4% | -22.1% | -17.1% |
| 6M | +17.3% | +27.6% | -10.3% | +6.9% |
| YTD | -6.2% | +18.4% | -24.5% | -12.5% |
| 1Y | +2.3% | +9.5% | -7.2% | -1.9% |
| 3Y | +17.7% | +33.9% | -16.2% | +1.4% |
| 5Y | -8.4% | +74.9% | -83.3% | -30.7% |
| 10Y | +32.1% | +814.9% | -782.8% | -43.2% |
| All | +47.2% | +688.6% | -641.4% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling