+1,062.0%
ORCL vs IAG
+337.4%
+724.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.3% |
| 7D | -11.2% | +21.4% | -32.6% | -12.5% |
| 30D | -18.8% | +4.0% | -22.9% | -19.1% |
| 3M | -18.8% | +17.0% | -35.8% | -19.8% |
| 6M | -39.7% | +1.4% | -41.1% | -40.0% |
| YTD | -39.6% | +13.8% | -53.4% | -40.6% |
| 1Y | -51.7% | +55.8% | -107.6% | -53.5% |
| 3Y | +10.2% | +647.4% | -637.2% | -3.9% |
| 5Y | +30.8% | +519.1% | -488.3% | +12.7% |
| 10Y | +252.1% | +345.6% | -93.5% | +196.6% |
| All | +1,062.0% | +337.4% | +724.6% | +858.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling