-95.2%
IRE vs RACE
+26.7%
-121.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.3% | -31.6% | -31.0% |
| 7D | -57.1% | +5.7% | -62.8% | -59.8% |
| 30D | -84.4% | +9.3% | -93.7% | -86.1% |
| 3M | -85.0% | +3.8% | -88.8% | -85.7% |
| 6M | -95.2% | +29.8% | -125.0% | -96.9% |
| All | -95.2% | +26.7% | -121.9% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling