-32.3%
ORCL vs IEFA
+19.3%
-51.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.5% |
| 7D | +10.9% | -0.5% | +11.4% | +11.4% |
| 30D | +7.0% | -1.1% | +8.1% | +8.3% |
| 3M | -21.2% | +5.1% | -26.3% | -24.0% |
| 6M | +7.4% | +9.3% | -1.9% | -0.1% |
| YTD | -16.3% | +13.0% | -29.2% | -24.9% |
| 1Y | -32.3% | +19.2% | -51.5% | -40.7% |
| All | -32.3% | +19.3% | -51.6% | -40.7% |
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