+239.1%
ORCL vs IBN
+1,726.4%
-1,487.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | 0.0% |
| 7D | -11.2% | +15.1% | -26.2% | -13.8% |
| 30D | -18.8% | +21.6% | -40.5% | -22.1% |
| 3M | -18.8% | +11.2% | -30.0% | -20.7% |
| 6M | -39.7% | +27.8% | -67.5% | -42.8% |
| YTD | -39.6% | +14.7% | -54.3% | -41.6% |
| 1Y | -51.7% | +14.4% | -66.2% | -53.3% |
| 3Y | +10.2% | +52.1% | -41.9% | -0.1% |
| 5Y | +30.8% | +70.7% | -39.9% | +15.3% |
| 10Y | +252.1% | +385.5% | -133.5% | +140.4% |
| All | +239.1% | +1,726.4% | -1,487.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling