+244.8%
ORCL vs IBB
+156.3%
+88.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -11.2% | -1.8% | -9.3% | -10.2% |
| 30D | -18.8% | +5.1% | -23.9% | -20.6% |
| 3M | -18.8% | +10.7% | -29.5% | -22.8% |
| 6M | -39.7% | +22.9% | -62.6% | -45.8% |
| YTD | -39.6% | +26.7% | -66.3% | -46.6% |
| 1Y | -51.7% | +35.1% | -86.9% | -58.7% |
| 3Y | +10.2% | +80.2% | -70.0% | -19.3% |
| 5Y | +30.8% | +37.8% | -7.0% | +7.5% |
| All | +244.8% | +156.3% | +88.4% | +109.8% |
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