+103.8%
IRM vs RACE
+36.9%
+66.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.1% |
| 7D | -0.5% | -2.5% | +2.1% | +0.1% |
| 30D | -8.1% | +0.8% | -8.9% | -8.4% |
| 3M | -9.7% | +17.2% | -26.8% | -13.5% |
| 6M | +10.0% | +13.6% | -3.6% | +5.8% |
| YTD | +43.0% | +12.2% | +30.8% | +37.5% |
| 1Y | +32.7% | -16.3% | +48.9% | +37.0% |
| All | +103.8% | +36.9% | +66.9% | +73.5% |
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