+23.6%
RACE vs IAG
+663.0%
-639.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -1.2% | -7.7% | +6.5% | -0.5% |
| 30D | +6.1% | +1.6% | +4.6% | +5.8% |
| 3M | -0.3% | -2.4% | +2.1% | -0.4% |
| 6M | +23.4% | -7.8% | +31.3% | +23.3% |
| YTD | +12.5% | +5.0% | +7.5% | +10.8% |
| 1Y | -0.5% | +25.7% | -26.2% | -3.3% |
| 3Y | +23.6% | +694.5% | -670.9% | +3.6% |
| All | +23.6% | +663.0% | -639.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling