+38.2%
IVZ vs RACE
+717.8%
-679.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.8% |
| 7D | +5.1% | -4.0% | +9.1% | +7.4% |
| 30D | -1.6% | +3.5% | -5.1% | -3.2% |
| 3M | -9.1% | -0.4% | -8.7% | -9.0% |
| 6M | +1.8% | +23.2% | -21.4% | -9.9% |
| YTD | +10.8% | +11.0% | -0.1% | +2.9% |
| 1Y | +19.1% | -2.2% | +21.3% | +18.4% |
| 3Y | +144.4% | +22.5% | +121.9% | +98.7% |
| 5Y | +33.6% | +63.2% | -29.6% | -11.3% |
| All | +38.2% | +717.8% | -679.6% | -56.4% |
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 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