+807.7%
RACE vs IFF
-19.8%
+827.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.2% | -2.8% | +0.6% | -1.3% |
| 30D | -0.4% | -1.1% | +0.7% | -0.1% |
| 3M | +17.9% | +13.8% | +4.1% | +12.6% |
| 6M | +19.3% | +16.7% | +2.6% | +12.2% |
| YTD | +11.9% | +26.1% | -14.3% | +2.3% |
| 1Y | -12.7% | +33.5% | -46.2% | -21.8% |
| 3Y | +41.1% | +31.6% | +9.5% | +23.6% |
| 5Y | +94.1% | -34.9% | +128.9% | +113.7% |
| All | +807.7% | -19.8% | +827.5% | +771.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling