+90.9%
IT vs RACE
+741.5%
-650.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.8% | -3.9% | -3.0% | -5.4% |
| 30D | -0.6% | +6.8% | -7.4% | -3.2% |
| 3M | +3.1% | +1.3% | +1.7% | +2.4% |
| 6M | +25.5% | +26.3% | -0.8% | +13.7% |
| YTD | -23.5% | +13.8% | -37.3% | -28.4% |
| 1Y | -16.6% | -0.5% | -16.2% | -17.7% |
| 3Y | -53.1% | +25.6% | -78.8% | -60.2% |
| 5Y | -41.4% | +67.6% | -109.0% | -57.3% |
| 10Y | +90.9% | +724.7% | -633.7% | -12.5% |
| All | +90.9% | +741.5% | -650.6% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling