-96.9%
IRE vs RACE
+9.8%
-106.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.3% | -27.5% | -25.8% |
| 7D | -46.8% | +9.9% | -56.7% | -50.5% |
| 30D | -75.5% | +12.8% | -88.3% | -77.6% |
| 3M | -79.4% | +7.4% | -86.8% | -80.5% |
| 6M | -91.3% | +27.6% | -118.9% | -92.6% |
| YTD | -90.8% | +18.4% | -109.2% | -91.2% |
| 1Y | -97.7% | +9.5% | -107.2% | -97.7% |
| All | -96.9% | +9.8% | -106.6% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling