+23.6%
RACE vs IFF
+22.2%
+1.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +6.1% | -9.4% | +15.6% | +9.0% |
| 3M | -0.3% | -3.0% | +2.7% | +0.1% |
| 6M | +23.4% | +5.8% | +17.6% | +20.3% |
| YTD | +12.5% | +22.4% | -9.8% | +4.7% |
| 1Y | -0.5% | +23.0% | -23.5% | -7.6% |
| 3Y | +23.6% | +21.8% | +1.9% | +14.5% |
| All | +23.6% | +22.2% | +1.4% | +14.5% |
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