+116.7%
IT vs RACE
+647.6%
-530.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.9% |
| 7D | -6.0% | -2.5% | -3.5% | -5.1% |
| 30D | 0.0% | +0.8% | -0.8% | -0.3% |
| 3M | +13.1% | +17.2% | -4.1% | +6.5% |
| 6M | +11.7% | +13.6% | -1.9% | +5.9% |
| YTD | -26.1% | +12.2% | -38.3% | -29.9% |
| 1Y | -21.3% | -16.3% | -5.0% | -17.7% |
| 3Y | -46.7% | +36.4% | -83.2% | -55.2% |
| 5Y | -40.5% | +95.0% | -135.5% | -56.9% |
| 10Y | +103.9% | +813.2% | -709.3% | +4.7% |
| All | +116.7% | +647.6% | -530.9% | +10.4% |
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