-97.1%
IRE vs RACE
+5.6%
-102.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.5% | +41.1% | +40.5% |
| 7D | -27.2% | +5.1% | -32.3% | -29.7% |
| 30D | -75.1% | +7.7% | -82.8% | -76.4% |
| 3M | -77.9% | +2.2% | -80.0% | -78.2% |
| 6M | -94.6% | +23.8% | -118.3% | -95.2% |
| YTD | -91.5% | +13.9% | -105.4% | -91.6% |
| 1Y | -97.8% | +3.8% | -101.6% | -97.7% |
| All | -97.1% | +5.6% | -102.7% | -96.9% |
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