+27.4%
IVZ vs RACE
+65.0%
-37.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -2.4% | +5.1% | -7.5% | -4.6% |
| 30D | -11.2% | +7.7% | -18.9% | -14.2% |
| 3M | -14.0% | +2.2% | -16.1% | -15.0% |
| 6M | +0.5% | +23.8% | -23.3% | -10.1% |
| YTD | +5.4% | +13.9% | -8.5% | -2.4% |
| 1Y | +19.5% | +3.8% | +15.7% | +15.6% |
| 3Y | +128.7% | +28.0% | +100.7% | +77.5% |
| All | +27.4% | +65.0% | -37.6% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling