+346.9%
ORCL vs IAG
+371.9%
-25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +10.0% | +28.9% | -18.9% | +7.5% |
| 3M | -32.6% | +19.1% | -51.7% | -33.7% |
| 6M | +4.9% | -10.3% | +15.2% | +5.0% |
| YTD | -17.8% | +24.2% | -41.9% | -19.8% |
| 1Y | -28.0% | +116.5% | -144.5% | -32.3% |
| 3Y | +36.0% | +742.8% | -706.8% | +19.3% |
| 5Y | +88.7% | +753.3% | -664.6% | +62.1% |
| All | +346.9% | +371.9% | -25.0% | +287.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling