+198.8%
IWM vs RACE
+647.6%
-448.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | -1.3% | +0.8% | -2.0% | -1.6% |
| 3M | +1.6% | +17.2% | -15.5% | -4.8% |
| 6M | +13.6% | +13.6% | 0.0% | +7.1% |
| YTD | +20.8% | +12.2% | +8.5% | +13.8% |
| 1Y | +26.4% | -16.3% | +42.7% | +32.5% |
| 3Y | +60.7% | +36.4% | +24.2% | +32.9% |
| 5Y | +38.2% | +95.0% | -56.8% | -3.4% |
| 10Y | +169.5% | +813.2% | -643.8% | +14.5% |
| All | +198.8% | +647.6% | -448.8% | +23.8% |
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