+363.4%
ORCL vs IBN
+312.4%
+51.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.0% |
| 7D | +15.0% | -2.2% | +17.2% | +15.6% |
| 30D | +10.5% | -2.3% | +12.8% | +11.1% |
| 3M | -23.0% | +15.9% | -38.9% | -25.8% |
| 6M | +7.0% | +5.6% | +1.4% | +5.4% |
| YTD | -15.8% | -0.1% | -15.7% | -16.1% |
| 1Y | -31.1% | -6.5% | -24.5% | -30.3% |
| 3Y | +33.3% | +29.3% | +4.0% | +22.9% |
| 5Y | +94.3% | +56.6% | +37.7% | +69.3% |
| 10Y | +363.4% | +314.4% | +49.0% | +226.6% |
| All | +363.4% | +312.4% | +51.0% | +226.6% |
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