+173.3%
IRM vs RACE
+65.0%
+108.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -8.6% | +5.1% | -13.7% | -9.9% |
| 30D | -8.0% | +7.7% | -15.7% | -10.0% |
| 3M | -12.0% | +2.2% | -14.2% | -12.7% |
| 6M | -18.2% | +23.8% | -41.9% | -24.1% |
| YTD | +31.4% | +13.9% | +17.5% | +24.4% |
| 1Y | +9.2% | +3.8% | +5.4% | +6.7% |
| 3Y | +94.6% | +28.0% | +66.5% | +66.7% |
| All | +173.3% | +65.0% | +108.3% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling