-49.5%
ORCL vs IAG
+56.5%
-106.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.2% | -12.2% | -4.4% |
| 7D | -14.4% | +1.1% | -15.5% | -14.7% |
| 30D | -12.8% | -5.3% | -7.6% | -11.8% |
| 3M | -14.8% | +18.0% | -32.8% | -18.2% |
| 6M | -30.9% | +7.1% | -38.0% | -32.3% |
| YTD | -35.7% | +5.9% | -41.6% | -37.8% |
| 1Y | -49.5% | +59.4% | -108.9% | -56.1% |
| All | -49.5% | +56.5% | -106.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling