+33.3%
ORCL vs IEFA
+68.7%
-35.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.0% |
| 7D | +15.0% | +1.2% | +13.8% | +13.7% |
| 30D | +10.5% | -0.6% | +11.1% | +11.3% |
| 3M | -23.0% | +6.2% | -29.2% | -27.3% |
| 6M | +7.0% | +11.2% | -4.2% | -3.6% |
| YTD | -15.8% | +14.2% | -30.0% | -26.4% |
| 1Y | -31.1% | +20.0% | -51.1% | -42.9% |
| 3Y | +33.3% | +68.8% | -35.5% | -22.2% |
| All | +33.3% | +68.7% | -35.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling