-28.0%
ORCL vs IEFA
+23.1%
-51.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +2.9% |
| 7D | +5.3% | +0.6% | +4.7% | +4.7% |
| 30D | +10.0% | +1.0% | +8.9% | +9.0% |
| 3M | -32.6% | +4.7% | -37.3% | -34.8% |
| 6M | +4.9% | +8.6% | -3.6% | -2.3% |
| YTD | -17.8% | +14.8% | -32.6% | -27.6% |
| 1Y | -28.0% | +22.6% | -50.6% | -38.3% |
| All | -28.0% | +23.1% | -51.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling