+1,387.0%
ORCL vs IEF
+129.2%
+1,257.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.0% |
| 30D | -18.8% | +3.1% | -21.9% | -16.4% |
| 3M | -18.8% | -0.5% | -18.3% | -19.2% |
| 6M | -39.7% | -1.6% | -38.1% | -40.8% |
| YTD | -39.6% | -1.6% | -38.1% | -40.7% |
| 1Y | -51.7% | -1.5% | -50.3% | -52.5% |
| 3Y | +10.2% | +12.4% | -2.2% | +23.9% |
| 5Y | +30.8% | -7.5% | +38.3% | +14.7% |
| 10Y | +252.1% | +5.2% | +246.9% | +271.8% |
| All | +1,387.0% | +129.2% | +1,257.8% | +6,763.4% |
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