+10.2%
ORCL vs IGV
+41.3%
-31.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | -11.2% | -5.2% | -6.0% | -5.4% |
| 30D | -18.8% | -10.0% | -8.9% | -8.2% |
| 3M | -18.8% | -0.5% | -18.2% | -19.0% |
| 6M | -39.7% | +12.6% | -52.3% | -47.7% |
| YTD | -39.6% | -6.4% | -33.2% | -35.2% |
| 1Y | -51.7% | -9.5% | -42.2% | -45.9% |
| 3Y | +10.2% | +41.7% | -31.5% | -13.9% |
| All | +10.2% | +41.3% | -31.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling