+5.4%
IYR vs RACE
+65.0%
-59.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +2.0% | +5.1% | -3.1% | +0.6% |
| 30D | +8.2% | +7.7% | +0.5% | +6.0% |
| 3M | -1.7% | +2.2% | -3.9% | -2.5% |
| 6M | -0.4% | +23.8% | -24.1% | -6.8% |
| YTD | +9.9% | +13.9% | -4.0% | +4.7% |
| 1Y | +10.4% | +3.8% | +6.7% | +8.2% |
| 3Y | +38.4% | +28.0% | +10.4% | +18.1% |
| All | +5.4% | +65.0% | -59.6% | -23.5% |
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 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