+91.4%
ORCL vs IAG
+764.1%
-672.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.4% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +10.0% | +28.9% | -18.9% | +6.2% |
| 3M | -32.6% | +19.1% | -51.7% | -34.3% |
| 6M | +4.9% | -10.3% | +15.2% | +5.0% |
| YTD | -17.8% | +24.2% | -41.9% | -20.9% |
| 1Y | -28.0% | +116.5% | -144.5% | -34.6% |
| 3Y | +36.0% | +742.8% | -706.8% | +12.1% |
| All | +91.4% | +764.1% | -672.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling