+26,501.0%
ORCL vs IFF
+802.8%
+25,698.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +8.0% | -1.8% | +9.7% | +8.6% |
| 30D | -4.0% | -9.4% | +5.4% | -1.0% |
| 3M | -19.5% | -3.0% | -16.5% | -19.1% |
| 6M | -33.5% | +5.8% | -39.3% | -35.9% |
| YTD | -34.8% | +22.4% | -57.2% | -41.5% |
| 1Y | -41.6% | +23.0% | -64.7% | -47.8% |
| 3Y | +13.8% | +21.8% | -8.0% | -0.8% |
| 5Y | +43.4% | -39.2% | +82.6% | +57.8% |
| 10Y | +268.8% | -12.4% | +281.2% | +227.7% |
| All | +26,501.0% | +802.8% | +25,698.2% | +7,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling