-97.2%
IRE vs RACE
+6.3%
-103.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -15.5% | +3.9% | -19.4% | -17.6% |
| 30D | -70.4% | +7.4% | -77.8% | -71.9% |
| 3M | -81.6% | +1.6% | -83.2% | -81.8% |
| 6M | -94.7% | +23.3% | -118.0% | -95.3% |
| YTD | -91.8% | +14.7% | -106.4% | -91.8% |
| 1Y | -97.6% | +2.5% | -100.1% | -97.4% |
| All | -97.2% | +6.3% | -103.5% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling