+121.0%
IT vs RACE
+658.9%
-537.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -16.9% | +5.1% | -22.0% | -18.5% |
| 30D | +2.3% | +7.7% | -5.4% | -0.4% |
| 3M | +2.9% | +2.2% | +0.7% | +1.9% |
| 6M | +25.9% | +23.8% | +2.1% | +16.0% |
| YTD | -24.6% | +13.9% | -38.5% | -29.0% |
| 1Y | -16.0% | +3.8% | -19.8% | -18.3% |
| 3Y | -51.6% | +28.0% | -79.6% | -58.2% |
| 5Y | -42.6% | +64.9% | -107.6% | -56.1% |
| 10Y | +103.6% | +780.4% | -676.8% | +4.7% |
| All | +121.0% | +658.9% | -537.9% | +11.8% |
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 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