-97.9%
IRE vs RACE
+7.2%
-105.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.3% | -31.6% | -32.4% |
| 7D | -57.1% | +5.7% | -62.8% | -58.6% |
| 30D | -84.4% | +9.3% | -93.7% | -85.3% |
| 3M | -85.0% | +3.8% | -88.8% | -85.3% |
| 6M | -95.2% | +29.8% | -125.0% | -95.9% |
| YTD | -93.9% | +15.6% | -109.6% | -94.0% |
| 1Y | -98.8% | +5.1% | -103.9% | -98.8% |
| All | -97.9% | +7.2% | -105.2% | -97.8% |
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