+90.7%
RACE vs IFF
-35.9%
+126.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -2.6% | -3.0% | +0.4% | -1.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.8% |
| 3M | +12.5% | +11.8% | +0.7% | +8.4% |
| 6M | +17.4% | +16.5% | +0.9% | +11.1% |
| YTD | +10.1% | +26.5% | -16.4% | +1.5% |
| 1Y | -15.1% | +32.7% | -47.8% | -23.0% |
| 3Y | +38.9% | +32.0% | +6.9% | +22.8% |
| 5Y | +90.7% | -36.1% | +126.7% | +112.4% |
| All | +90.7% | -35.9% | +126.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling