+251.6%
ORCL vs IEF
+6.4%
+245.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.6% |
| 30D | -15.3% | +2.7% | -18.0% | -14.6% |
| 3M | -18.2% | -0.8% | -17.4% | -18.4% |
| 6M | -38.4% | -1.7% | -36.8% | -38.8% |
| YTD | -37.7% | -1.6% | -36.1% | -38.1% |
| 1Y | -49.3% | -1.6% | -47.7% | -49.6% |
| 3Y | +10.6% | +12.4% | -1.7% | +16.3% |
| 5Y | +35.5% | -7.6% | +43.1% | +16.5% |
| 10Y | +251.6% | +7.6% | +244.0% | +273.6% |
| All | +251.6% | +6.4% | +245.2% | +273.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling