+111.8%
IRM vs RACE
+24.7%
+87.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +6.8% | -1.2% | +8.0% | +7.1% |
| 30D | +2.6% | +6.1% | -3.5% | +1.3% |
| 3M | -9.5% | -0.3% | -9.2% | -9.5% |
| 6M | -8.5% | +23.4% | -31.9% | -13.5% |
| YTD | +40.3% | +12.5% | +27.7% | +34.9% |
| 1Y | +28.7% | -0.5% | +29.1% | +27.7% |
| 3Y | +111.8% | +23.6% | +88.2% | +91.1% |
| All | +111.8% | +24.7% | +87.1% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling