+42.7%
ORCL vs IAU
+105.6%
-62.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | -4.6% | +12.5% | +9.4% |
| 30D | -4.0% | -5.4% | +1.5% | -2.5% |
| 3M | -19.5% | -10.9% | -8.6% | -16.8% |
| 6M | -33.5% | -17.4% | -16.1% | -30.4% |
| YTD | -34.8% | -10.2% | -24.6% | -32.9% |
| 1Y | -41.6% | -7.1% | -34.6% | -40.3% |
| 3Y | +13.8% | +97.7% | -84.0% | +1.4% |
| All | +42.7% | +105.6% | -62.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling