+42.7%
ORCL vs IBN
+73.5%
-30.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | +1.9% | +6.1% | +7.4% |
| 30D | -4.0% | +22.1% | -26.1% | -9.5% |
| 3M | -19.5% | +17.1% | -36.6% | -23.2% |
| 6M | -33.5% | +35.5% | -69.0% | -39.3% |
| YTD | -34.8% | +16.8% | -51.6% | -38.1% |
| 1Y | -41.6% | +12.4% | -54.0% | -43.9% |
| 3Y | +13.8% | +58.0% | -44.3% | -6.1% |
| All | +42.7% | +73.5% | -30.8% | +7.6% |
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 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