+368.8%
ORCL vs IEF
+4.6%
+364.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.6% |
| 7D | +10.9% | -0.3% | +11.2% | +10.8% |
| 30D | +7.0% | -0.6% | +7.6% | +6.8% |
| 3M | -21.2% | -1.0% | -20.2% | -21.4% |
| 6M | +7.4% | -3.1% | +10.5% | +6.1% |
| YTD | -16.3% | -1.9% | -14.4% | -16.9% |
| 1Y | -32.3% | -1.4% | -31.0% | -32.7% |
| 3Y | +32.6% | +9.8% | +22.8% | +37.8% |
| 5Y | +93.1% | -8.8% | +101.9% | +63.9% |
| 10Y | +368.8% | +4.7% | +364.1% | +364.1% |
| All | +368.8% | +4.6% | +364.2% | +364.1% |
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