+174.3%
IWM vs RACE
+670.3%
-496.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.7% |
| 7D | -4.6% | +5.7% | -10.2% | -6.6% |
| 30D | -3.7% | +9.3% | -13.0% | -6.9% |
| 3M | -9.4% | +3.8% | -13.2% | -10.8% |
| 6M | -3.6% | +29.8% | -33.4% | -13.5% |
| YTD | +10.8% | +15.6% | -4.8% | +3.1% |
| 1Y | +11.9% | +5.1% | +6.8% | +8.0% |
| 3Y | +60.6% | +30.8% | +29.8% | +35.5% |
| 5Y | +19.2% | +67.4% | -48.2% | -11.4% |
| 10Y | +165.3% | +793.6% | -628.3% | +12.9% |
| All | +174.3% | +670.3% | -496.0% | +12.2% |
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