+82.4%
ORCL vs IFF
-36.2%
+118.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | +5.1% | -1.1% | +6.2% | +5.3% |
| 3M | -23.7% | +13.8% | -37.6% | -25.7% |
| 6M | +3.1% | +16.7% | -13.6% | -0.9% |
| YTD | -20.8% | +26.1% | -46.9% | -25.3% |
| 1Y | -52.9% | +33.5% | -86.4% | -56.3% |
| 3Y | +25.4% | +31.6% | -6.2% | +14.2% |
| 5Y | +82.4% | -34.9% | +117.3% | +97.6% |
| All | +82.4% | -36.2% | +118.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling