+277.8%
ORCL vs IEFA
+147.6%
+130.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.6% |
| 7D | +3.8% | -1.1% | +4.8% | +4.9% |
| 30D | -6.6% | +1.3% | -7.9% | -7.5% |
| 3M | -11.4% | -3.2% | -8.2% | -8.5% |
| 6M | -33.3% | +2.0% | -35.3% | -33.9% |
| YTD | -33.3% | +10.7% | -43.9% | -38.7% |
| 1Y | -44.9% | +13.0% | -57.9% | -50.3% |
| 3Y | +17.6% | +67.1% | -49.5% | -24.1% |
| 5Y | +46.1% | +49.4% | -3.3% | +3.4% |
| 10Y | +277.8% | +148.2% | +129.6% | +75.8% |
| All | +277.8% | +147.6% | +130.1% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling