+740.3%
RACE vs IAG
+806.7%
-66.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +5.7% | +4.5% | +1.1% | +5.3% |
| 30D | +9.3% | -5.7% | +14.9% | +9.6% |
| 3M | +3.8% | +10.1% | -6.3% | +3.0% |
| 6M | +29.8% | +7.3% | +22.5% | +28.7% |
| YTD | +15.6% | +6.1% | +9.5% | +14.2% |
| 1Y | +5.1% | +46.8% | -41.7% | +1.8% |
| 3Y | +30.8% | +573.1% | -542.3% | +14.2% |
| 5Y | +67.4% | +477.6% | -410.1% | +43.2% |
| 10Y | +793.6% | +315.7% | +477.9% | +662.4% |
| All | +740.3% | +806.7% | -66.4% | +569.3% |
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