+363.4%
ORCL vs IGV
+355.8%
+7.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.8% |
| 7D | +15.0% | -3.3% | +18.3% | +17.8% |
| 30D | +10.5% | 0.0% | +10.6% | +10.2% |
| 3M | -23.0% | +7.3% | -30.4% | -27.4% |
| 6M | +7.0% | +16.7% | -9.7% | -4.2% |
| YTD | -15.8% | -2.8% | -13.0% | -13.6% |
| 1Y | -31.1% | -6.7% | -24.4% | -26.6% |
| 3Y | +33.3% | +41.1% | -7.8% | +10.4% |
| 5Y | +94.3% | +22.0% | +72.3% | +72.2% |
| 10Y | +363.4% | +357.9% | +5.4% | +47.0% |
| All | +363.4% | +355.8% | +7.5% | +47.0% |
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