+42.7%
ORCL vs IAG
+421.7%
-379.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | +8.0% | -7.7% | +15.6% | +9.1% |
| 30D | -4.0% | +1.6% | -5.6% | -4.4% |
| 3M | -19.5% | -2.4% | -17.0% | -19.4% |
| 6M | -33.5% | -7.8% | -25.6% | -33.2% |
| YTD | -34.8% | +5.0% | -39.9% | -36.1% |
| 1Y | -41.6% | +25.7% | -67.3% | -44.0% |
| 3Y | +13.8% | +694.5% | -680.7% | -5.8% |
| All | +42.7% | +421.7% | -379.0% | +11.6% |
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