+275.4%
ORCL vs IAU
+210.5%
+64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | +10.4% | -5.5% | +15.8% | +11.7% |
| 30D | -11.2% | -7.0% | -4.3% | -9.9% |
| 3M | -16.8% | -12.3% | -4.5% | -14.5% |
| 6M | -31.5% | -17.9% | -13.5% | -29.0% |
| YTD | -33.9% | -10.3% | -23.6% | -32.4% |
| 1Y | -43.3% | -7.9% | -35.3% | -42.1% |
| 3Y | +16.5% | +98.7% | -82.2% | +8.0% |
| 5Y | +45.4% | +105.0% | -59.6% | +33.0% |
| All | +275.4% | +210.5% | +64.9% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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