+1,411.0%
ORCL vs IEF
+127.0%
+1,284.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -2.3% |
| 7D | -6.5% | -0.2% | -6.3% | -6.6% |
| 30D | -16.6% | +1.8% | -18.4% | -15.1% |
| 3M | -21.6% | -1.2% | -20.4% | -22.5% |
| 6M | -39.4% | -2.5% | -36.9% | -40.9% |
| YTD | -38.7% | -2.5% | -36.2% | -40.2% |
| 1Y | -50.4% | -2.3% | -48.1% | -51.5% |
| 3Y | +8.1% | +11.3% | -3.2% | +20.4% |
| 5Y | +34.5% | -7.6% | +42.1% | +18.2% |
| 10Y | +246.0% | +7.3% | +238.7% | +276.4% |
| All | +1,411.0% | +127.0% | +1,284.0% | +6,814.7% |
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