+71.0%
IVZ vs RACE
+647.6%
-576.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.1% |
| 7D | +0.6% | -2.5% | +3.2% | +2.0% |
| 30D | +4.0% | +0.8% | +3.2% | +3.4% |
| 3M | +18.2% | +17.2% | +1.0% | +8.0% |
| 6M | +32.8% | +13.6% | +19.2% | +22.7% |
| YTD | +28.7% | +12.2% | +16.5% | +19.0% |
| 1Y | +55.4% | -16.3% | +71.6% | +65.7% |
| 3Y | +135.2% | +36.4% | +98.8% | +80.9% |
| 5Y | +64.2% | +95.0% | -30.8% | +0.9% |
| 10Y | +64.6% | +813.2% | -748.6% | -53.1% |
| All | +71.0% | +647.6% | -576.6% | -53.1% |
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