+717.9%
RACE vs IFF
-6.8%
+724.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | +6.1% | -9.4% | +15.6% | +9.6% |
| 3M | -0.3% | -3.0% | +2.7% | +0.4% |
| 6M | +23.4% | +5.8% | +17.6% | +20.2% |
| YTD | +12.5% | +22.4% | -9.8% | +3.3% |
| 1Y | -0.5% | +23.0% | -23.5% | -9.0% |
| 3Y | +23.6% | +21.8% | +1.9% | +10.6% |
| 5Y | +65.4% | -39.2% | +104.7% | +87.4% |
| 10Y | +715.5% | -12.4% | +727.9% | +623.0% |
| All | +717.9% | -6.8% | +724.8% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling