-83.7%
IRE vs RACE
+4.1%
-87.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.9% | +15.9% | +15.3% |
| 7D | +54.8% | -2.5% | +57.3% | +57.5% |
| 30D | +18.4% | +0.8% | +17.6% | +18.0% |
| 3M | -66.7% | +17.2% | -83.9% | -69.7% |
| 6M | -52.3% | +13.6% | -65.9% | -57.0% |
| YTD | -52.3% | +12.2% | -64.5% | -52.1% |
| All | -83.7% | +4.1% | -87.7% | -82.6% |
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