+90.3%
IT vs RACE
+738.3%
-648.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -18.8% | +3.9% | -22.7% | -20.1% |
| 30D | -0.1% | +7.4% | -7.5% | -2.9% |
| 3M | +2.9% | +1.6% | +1.3% | +2.1% |
| 6M | +20.4% | +23.3% | -2.9% | +10.2% |
| YTD | -24.3% | +14.7% | -38.9% | -29.3% |
| 1Y | -17.2% | +2.5% | -19.7% | -19.2% |
| 3Y | -52.4% | +28.0% | -80.4% | -59.9% |
| 5Y | -43.7% | +69.8% | -113.5% | -59.1% |
| 10Y | +90.3% | +734.9% | -644.6% | -13.1% |
| All | +90.3% | +738.3% | -648.0% | -13.1% |
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 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