+574.6%
IRM vs RACE
+647.6%
-73.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | -0.5% | -2.5% | +2.1% | +0.3% |
| 30D | -8.1% | +0.8% | -8.9% | -8.4% |
| 3M | -9.7% | +17.2% | -26.8% | -14.6% |
| 6M | +10.0% | +13.6% | -3.6% | +4.7% |
| YTD | +43.0% | +12.2% | +30.8% | +36.1% |
| 1Y | +32.7% | -16.3% | +48.9% | +37.8% |
| 3Y | +102.7% | +36.4% | +66.3% | +74.7% |
| 5Y | +187.6% | +95.0% | +92.6% | +116.5% |
| 10Y | +420.1% | +813.2% | -393.1% | +153.1% |
| All | +574.6% | +647.6% | -73.0% | +220.5% |
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 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