+481.1%
IRM vs RACE
+738.3%
-257.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | -3.8% | +3.9% | -7.7% | -4.9% |
| 30D | -3.2% | +7.4% | -10.6% | -5.3% |
| 3M | -7.8% | +1.6% | -9.4% | -8.4% |
| 6M | -12.7% | +23.3% | -36.0% | -19.1% |
| YTD | +36.7% | +14.7% | +22.0% | +29.0% |
| 1Y | +10.0% | +2.5% | +7.5% | +7.8% |
| 3Y | +107.2% | +28.0% | +79.3% | +81.5% |
| 5Y | +181.6% | +69.8% | +111.7% | +118.1% |
| 10Y | +481.1% | +734.9% | -253.7% | +186.0% |
| All | +481.1% | +738.3% | -257.1% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling