+346.9%
ORCL vs IBB
+132.1%
+214.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | +5.3% | +1.4% | +3.8% | +4.5% |
| 30D | +10.0% | +10.5% | -0.5% | +4.6% |
| 3M | -32.6% | +23.6% | -56.2% | -39.5% |
| 6M | +4.9% | +22.6% | -17.7% | -5.5% |
| YTD | -17.8% | +25.7% | -43.4% | -27.0% |
| 1Y | -28.0% | +51.4% | -79.4% | -41.9% |
| 3Y | +36.0% | +64.4% | -28.4% | +4.3% |
| 5Y | +88.7% | +22.1% | +66.6% | +64.3% |
| All | +346.9% | +132.1% | +214.8% | +178.8% |
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