+33,471.1%
ORCL vs IFF
+856.0%
+32,615.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | -1.8% | +7.1% | +6.0% |
| 30D | +10.0% | -2.0% | +11.9% | +10.7% |
| 3M | -32.6% | +18.5% | -51.1% | -37.1% |
| 6M | +4.9% | +11.7% | -6.7% | -1.4% |
| YTD | -17.8% | +29.6% | -47.3% | -27.2% |
| 1Y | -28.0% | +35.0% | -62.9% | -37.7% |
| 3Y | +36.0% | +32.3% | +3.7% | +15.4% |
| 5Y | +88.7% | -34.6% | +123.3% | +102.6% |
| 10Y | +346.9% | -20.6% | +367.5% | +316.5% |
| All | +33,471.1% | +856.0% | +32,615.1% | +9,111.7% |
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