+1,926.1%
ORCL vs IEF
+129.4%
+1,796.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | +5.3% | -0.3% | +5.5% | +4.9% |
| 30D | +10.0% | -0.8% | +10.7% | +9.1% |
| 3M | -32.6% | -1.0% | -31.6% | -33.3% |
| 6M | +4.9% | -2.8% | +7.7% | +1.9% |
| YTD | -17.8% | -1.5% | -16.3% | -19.1% |
| 1Y | -28.0% | -0.4% | -27.6% | -28.5% |
| 3Y | +36.0% | +9.7% | +26.4% | +48.8% |
| 5Y | +88.7% | -8.3% | +97.0% | +63.5% |
| 10Y | +346.9% | +4.6% | +342.3% | +368.3% |
| All | +1,926.1% | +129.4% | +1,796.7% | +9,258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling