+13.8%
ORCL vs IGV
+39.5%
-25.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +8.0% | +2.3% | +5.6% | +5.4% |
| 30D | -4.0% | -6.0% | +2.0% | +3.4% |
| 3M | -19.5% | -4.8% | -14.7% | -15.2% |
| 6M | -33.5% | +14.2% | -47.7% | -43.0% |
| YTD | -34.8% | -4.2% | -30.6% | -31.7% |
| 1Y | -41.6% | -5.3% | -36.3% | -37.8% |
| 3Y | +13.8% | +38.8% | -25.0% | -16.5% |
| All | +13.8% | +39.5% | -25.7% | -16.5% |
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