+15.4%
ORCL vs IAG
+655.1%
-639.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.2% | +0.1% |
| 7D | +10.4% | -2.1% | +12.4% | +10.7% |
| 30D | -11.2% | -6.2% | -5.1% | -10.3% |
| 3M | -16.8% | -5.1% | -11.6% | -16.2% |
| 6M | -31.5% | -10.0% | -21.5% | -30.8% |
| YTD | -33.9% | +3.9% | -37.9% | -36.2% |
| 1Y | -43.3% | +18.9% | -62.1% | -46.7% |
| All | +15.4% | +655.1% | -639.7% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling