+65.1%
IVZ vs RACE
+93.6%
-28.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.0% |
| 7D | +0.6% | -2.5% | +3.2% | +1.8% |
| 30D | +4.0% | +0.8% | +3.2% | +3.4% |
| 3M | +18.2% | +17.2% | +1.0% | +9.0% |
| 6M | +32.8% | +13.6% | +19.2% | +23.7% |
| YTD | +28.7% | +12.2% | +16.5% | +20.0% |
| 1Y | +55.4% | -16.3% | +71.6% | +66.0% |
| 3Y | +135.2% | +36.4% | +98.8% | +74.0% |
| All | +65.1% | +93.6% | -28.4% | -5.0% |
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 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