-97.6%
IRE vs RACE
+5.5%
-103.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.8% | -15.1% | -15.3% |
| 7D | -41.9% | +0.2% | -42.1% | -42.1% |
| 30D | -75.1% | +6.6% | -81.7% | -76.2% |
| 3M | -82.4% | +2.2% | -84.6% | -82.7% |
| 6M | -95.5% | +22.4% | -117.9% | -96.0% |
| YTD | -93.1% | +13.8% | -106.8% | -93.1% |
| 1Y | -97.8% | +2.2% | -100.0% | -97.6% |
| All | -97.6% | +5.5% | -103.2% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling