+727.9%
RACE vs IAG
+872.0%
-144.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -1.9% |
| 7D | +5.1% | +21.4% | -16.3% | +3.7% |
| 30D | +7.7% | +4.0% | +3.6% | +7.3% |
| 3M | +2.2% | +17.0% | -14.9% | +0.9% |
| 6M | +23.8% | +1.4% | +22.4% | +23.1% |
| YTD | +13.9% | +13.8% | +0.1% | +12.0% |
| 1Y | +3.8% | +55.8% | -52.0% | +0.1% |
| 3Y | +28.0% | +647.4% | -619.4% | +11.0% |
| 5Y | +64.9% | +519.1% | -454.2% | +40.4% |
| 10Y | +780.4% | +345.6% | +434.8% | +647.5% |
| All | +727.9% | +872.0% | -144.2% | +556.2% |
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