+533.7%
ORCL vs IEFA
+217.0%
+316.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | +0.6% | +4.7% | +4.8% |
| 30D | +10.0% | +1.0% | +8.9% | +9.1% |
| 3M | -32.6% | +4.7% | -37.3% | -34.9% |
| 6M | +4.9% | +8.6% | -3.6% | -2.0% |
| YTD | -17.8% | +14.8% | -32.6% | -26.9% |
| 1Y | -28.0% | +22.6% | -50.6% | -39.5% |
| 3Y | +36.0% | +67.0% | -31.0% | -11.7% |
| 5Y | +88.7% | +52.3% | +36.5% | +31.7% |
| 10Y | +346.9% | +147.3% | +199.6% | +103.5% |
| All | +533.7% | +217.0% | +316.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling