+532.9%
ORCL vs IBB
+554.8%
-21.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.0% | -1.9% | -3.9% |
| 7D | -17.5% | -3.6% | -13.9% | -15.5% |
| 30D | -20.2% | +3.4% | -23.6% | -21.6% |
| 3M | -19.9% | +9.5% | -29.4% | -24.3% |
| 6M | -37.4% | +23.3% | -60.7% | -45.2% |
| YTD | -40.1% | +24.5% | -64.7% | -48.0% |
| 1Y | -53.4% | +32.9% | -86.3% | -61.1% |
| 3Y | +10.4% | +76.6% | -66.1% | -23.5% |
| 5Y | +29.8% | +35.5% | -5.7% | +3.5% |
| 10Y | +249.2% | +156.7% | +92.5% | +74.8% |
| All | +532.9% | +554.8% | -21.9% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling