+40.2%
RACE vs IFF
+33.6%
+6.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +15.5% | +18.6% | -3.1% | +9.5% |
| 6M | +17.3% | +17.4% | -0.1% | +10.9% |
| YTD | +11.1% | +28.5% | -17.4% | +2.4% |
| 1Y | -14.3% | +32.5% | -46.8% | -21.8% |
| 3Y | +40.2% | +34.1% | +6.1% | +26.4% |
| All | +40.2% | +33.6% | +6.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling