+86.7%
IYR vs RACE
+647.6%
-560.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.5% |
| 30D | -2.9% | +0.8% | -3.6% | -3.1% |
| 3M | +0.8% | +17.2% | -16.3% | -4.1% |
| 6M | +1.9% | +13.6% | -11.7% | -2.7% |
| YTD | +9.6% | +12.2% | -2.6% | +4.7% |
| 1Y | +8.1% | -16.3% | +24.3% | +12.1% |
| 3Y | +29.2% | +36.4% | -7.2% | +11.5% |
| 5Y | +4.3% | +95.0% | -90.7% | -21.2% |
| 10Y | +64.7% | +813.2% | -748.5% | -13.4% |
| All | +86.7% | +647.6% | -560.9% | -3.3% |
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