+30.6%
ORCL vs IEF
-7.4%
+37.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -18.8% | +3.1% | -21.9% | -19.4% |
| 3M | -18.8% | -0.5% | -18.3% | -18.7% |
| 6M | -39.7% | -1.6% | -38.1% | -39.5% |
| YTD | -39.6% | -1.6% | -38.1% | -39.5% |
| 1Y | -51.7% | -1.5% | -50.3% | -51.6% |
| 3Y | +10.2% | +12.4% | -2.2% | +8.0% |
| All | +30.6% | -7.4% | +37.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling