+251.6%
ORCL vs IGV
+362.3%
-110.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.2% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | -15.3% | -9.9% | -5.3% | -7.7% |
| 3M | -18.2% | -1.2% | -17.0% | -17.5% |
| 6M | -38.4% | +11.3% | -49.8% | -42.9% |
| YTD | -37.7% | -4.0% | -33.7% | -35.3% |
| 1Y | -49.3% | -7.3% | -42.0% | -45.8% |
| 3Y | +10.6% | +42.8% | -32.1% | -8.8% |
| 5Y | +35.5% | +13.7% | +21.9% | +26.6% |
| 10Y | +251.6% | +354.8% | -103.2% | +14.4% |
| All | +251.6% | +362.3% | -110.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling