+251.6%
ORCL vs IBB
+139.6%
+112.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.8% |
| 7D | +0.5% | +2.7% | -2.2% | -0.8% |
| 30D | -15.3% | +6.3% | -21.6% | -17.7% |
| 3M | -18.2% | +11.1% | -29.3% | -22.4% |
| 6M | -38.4% | +29.2% | -67.7% | -46.1% |
| YTD | -37.7% | +30.2% | -67.9% | -45.8% |
| 1Y | -49.3% | +39.5% | -88.8% | -57.4% |
| 3Y | +10.6% | +92.3% | -81.7% | -21.9% |
| 5Y | +35.5% | +43.0% | -7.5% | +9.1% |
| 10Y | +251.6% | +137.1% | +114.5% | +111.5% |
| All | +251.6% | +139.6% | +112.0% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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