-31.1%
ORCL vs IBN
-6.3%
-24.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.8% |
| 7D | +15.0% | -2.2% | +17.2% | +15.4% |
| 30D | +10.5% | -2.3% | +12.8% | +10.9% |
| 3M | -23.0% | +15.9% | -38.9% | -24.6% |
| 6M | +7.0% | +5.6% | +1.4% | +4.4% |
| YTD | -15.8% | -0.1% | -15.7% | -17.9% |
| 1Y | -31.1% | -6.5% | -24.5% | -29.7% |
| All | -31.1% | -6.3% | -24.8% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling