-8.8%
IT vs RACE
+10.6%
-19.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.4% |
| 7D | -5.5% | +9.9% | -15.4% | -7.9% |
| 30D | +10.3% | +12.8% | -2.4% | +6.8% |
| 3M | +11.5% | +7.4% | +4.2% | +9.3% |
| 6M | +40.3% | +27.6% | +12.7% | +31.7% |
| YTD | -17.9% | +18.4% | -36.2% | -22.4% |
| 1Y | -8.8% | +9.5% | -18.3% | -8.8% |
| All | -8.8% | +10.6% | -19.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling