+715.6%
RACE vs IAG
+961.1%
-245.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +0.8% | +28.9% | -28.1% | -0.9% |
| 3M | +17.2% | +19.1% | -2.0% | +15.6% |
| 6M | +13.6% | -10.3% | +23.8% | +13.6% |
| YTD | +12.2% | +24.2% | -12.0% | +9.9% |
| 1Y | -16.3% | +116.5% | -132.7% | -20.8% |
| 3Y | +36.4% | +742.8% | -706.4% | +17.5% |
| 5Y | +95.0% | +753.3% | -658.4% | +64.0% |
| 10Y | +813.2% | +403.2% | +410.0% | +670.4% |
| All | +715.6% | +961.1% | -245.6% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling