+251.6%
ORCL vs IBN
+368.7%
-117.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | +0.5% | +14.6% | -14.1% | -2.9% |
| 30D | -15.3% | +23.5% | -38.8% | -19.7% |
| 3M | -18.2% | +14.0% | -32.2% | -21.0% |
| 6M | -38.4% | +31.1% | -69.6% | -42.6% |
| YTD | -37.7% | +16.6% | -54.3% | -40.4% |
| 1Y | -49.3% | +14.9% | -64.2% | -51.3% |
| 3Y | +10.6% | +56.9% | -46.3% | -3.0% |
| 5Y | +35.5% | +69.7% | -34.2% | +15.4% |
| 10Y | +251.6% | +365.4% | -113.8% | +139.3% |
| All | +251.6% | +368.7% | -117.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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