+15.4%
ORCL vs IBN
+56.7%
-41.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +10.4% | +5.7% | +4.7% | +9.7% |
| 30D | -11.2% | +20.5% | -31.7% | -13.5% |
| 3M | -16.8% | +15.2% | -32.0% | -18.4% |
| 6M | -31.5% | +34.5% | -66.0% | -34.3% |
| YTD | -33.9% | +16.4% | -50.3% | -35.7% |
| 1Y | -43.3% | +13.5% | -56.8% | -44.6% |
| All | +15.4% | +56.7% | -41.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling