+64.3%
IYR vs RACE
+793.3%
-728.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.4% | -1.0% | +0.7% | -0.1% |
| 30D | -2.5% | -1.5% | -1.0% | -2.1% |
| 3M | +1.5% | +15.5% | -14.0% | -3.4% |
| 6M | +3.9% | +17.3% | -13.4% | -2.0% |
| YTD | +9.5% | +11.1% | -1.6% | +4.7% |
| 1Y | +7.5% | -14.3% | +21.7% | +10.8% |
| 3Y | +30.8% | +40.2% | -9.4% | +10.1% |
| 5Y | +4.8% | +92.6% | -87.8% | -22.7% |
| 10Y | +64.3% | +786.6% | -722.2% | -20.5% |
| All | +64.3% | +793.3% | -728.9% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling