+128.7%
IVZ vs RACE
+30.0%
+98.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.7% | -7.3% |
| 7D | -6.7% | +5.7% | -12.3% | -8.2% |
| 30D | -10.9% | +9.3% | -20.2% | -13.2% |
| 3M | -14.8% | +3.8% | -18.7% | -15.9% |
| 6M | +2.4% | +29.8% | -27.4% | -6.0% |
| YTD | +5.4% | +15.6% | -10.2% | -0.2% |
| 1Y | +19.6% | +5.1% | +14.5% | +16.4% |
| All | +128.7% | +30.0% | +98.7% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling