+53.8%
IP vs RACE
+647.6%
-593.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.9% |
| 7D | -5.3% | -2.5% | -2.7% | -4.4% |
| 30D | -10.9% | +0.8% | -11.6% | -11.2% |
| 3M | +11.2% | +17.2% | -6.0% | +4.8% |
| 6M | -10.2% | +13.6% | -23.8% | -14.6% |
| YTD | -2.0% | +12.2% | -14.2% | -6.7% |
| 1Y | -19.1% | -16.3% | -2.8% | -15.1% |
| 3Y | +20.9% | +36.4% | -15.6% | +3.0% |
| 5Y | -17.8% | +95.0% | -112.8% | -40.7% |
| 10Y | +23.5% | +813.2% | -789.7% | -46.6% |
| All | +53.8% | +647.6% | -593.8% | -34.3% |
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 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