-50.4%
ORCL vs IBN
+16.2%
-66.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.6% |
| 7D | -6.5% | +15.8% | -22.3% | -8.1% |
| 30D | -16.6% | +25.1% | -41.6% | -19.7% |
| 3M | -21.6% | +16.0% | -37.6% | -23.2% |
| 6M | -39.4% | +32.8% | -72.1% | -42.2% |
| YTD | -38.7% | +18.0% | -56.7% | -42.6% |
| 1Y | -50.4% | +15.9% | -66.2% | -53.4% |
| All | -50.4% | +16.2% | -66.5% | -53.4% |
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