-49.5%
ORCL vs IEF
-1.9%
-47.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.4% |
| 7D | -14.4% | +0.9% | -15.3% | -15.2% |
| 30D | -12.8% | +3.1% | -15.9% | -16.4% |
| 3M | -14.8% | -1.4% | -13.4% | -12.9% |
| 6M | -30.9% | -1.6% | -29.3% | -29.2% |
| YTD | -35.7% | -2.1% | -33.5% | -35.2% |
| 1Y | -49.5% | -2.0% | -47.5% | -49.3% |
| All | -49.5% | -1.9% | -47.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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