-44.9%
ORCL vs IGV
-7.9%
-37.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +6.7% |
| 7D | +3.8% | -1.3% | +5.0% | +5.5% |
| 30D | -6.6% | -8.1% | +1.6% | +3.1% |
| 3M | -11.4% | -1.6% | -9.8% | -10.2% |
| 6M | -33.3% | +12.7% | -46.0% | -42.1% |
| YTD | -33.3% | -3.3% | -30.0% | -30.4% |
| 1Y | -44.9% | -7.9% | -37.0% | -38.0% |
| All | -44.9% | -7.9% | -37.0% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling