+275.4%
ORCL vs IGV
+356.9%
-81.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +10.4% | +2.5% | +7.9% | +8.4% |
| 30D | -11.2% | -8.6% | -2.6% | -4.3% |
| 3M | -16.8% | -1.6% | -15.2% | -15.7% |
| 6M | -31.5% | +13.4% | -44.9% | -37.3% |
| YTD | -33.9% | -4.0% | -29.9% | -31.3% |
| 1Y | -43.3% | -7.6% | -35.6% | -39.1% |
| 3Y | +16.5% | +39.3% | -22.8% | -2.4% |
| 5Y | +45.4% | +14.5% | +30.9% | +35.4% |
| All | +275.4% | +356.9% | -81.4% | +17.4% |
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