+519.7%
IRM vs RACE
+658.9%
-139.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -8.6% | +5.1% | -13.7% | -10.0% |
| 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% | +6.6% |
| 3Y | +94.6% | +28.0% | +66.5% | +71.6% |
| 5Y | +170.2% | +64.9% | +105.2% | +114.5% |
| 10Y | +464.3% | +780.4% | -316.1% | +177.2% |
| All | +519.7% | +658.9% | -139.2% | +193.1% |
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 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