+91.4%
ORCL vs IBN
+61.6%
+29.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +10.0% | -0.3% | +10.3% | +10.0% |
| 3M | -32.6% | +17.1% | -49.7% | -35.6% |
| 6M | +4.9% | +3.4% | +1.5% | +3.6% |
| YTD | -17.8% | +2.5% | -20.3% | -18.7% |
| 1Y | -28.0% | -4.2% | -23.8% | -27.6% |
| 3Y | +36.0% | +32.4% | +3.6% | +20.4% |
| All | +91.4% | +61.6% | +29.9% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling