+94.3%
ORCL vs IEF
-8.2%
+102.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +15.0% | +0.1% | +14.9% | +15.0% |
| 30D | +10.5% | -0.7% | +11.3% | +10.7% |
| 3M | -23.0% | -0.4% | -22.6% | -22.9% |
| 6M | +7.0% | -2.5% | +9.5% | +7.4% |
| YTD | -15.8% | -1.6% | -14.2% | -15.6% |
| 1Y | -31.1% | -1.3% | -29.8% | -30.9% |
| 3Y | +33.3% | +10.1% | +23.2% | +31.4% |
| 5Y | +94.3% | -8.3% | +102.6% | +76.9% |
| All | +94.3% | -8.2% | +102.5% | +76.9% |
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