+336.5%
ORCL vs IJH
+181.8%
+154.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.7% |
| 7D | -0.7% | -2.5% | +1.8% | +1.2% |
| 30D | +5.1% | -5.0% | +10.2% | +9.4% |
| 3M | -23.7% | +0.5% | -24.3% | -23.9% |
| 6M | +3.1% | +8.2% | -5.2% | -2.3% |
| YTD | -20.8% | +12.5% | -33.2% | -27.0% |
| 1Y | -52.9% | +14.4% | -67.3% | -57.2% |
| 3Y | +25.4% | +49.5% | -24.1% | -5.0% |
| 5Y | +82.4% | +47.8% | +34.6% | +37.9% |
| All | +336.5% | +181.8% | +154.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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