-52.9%
ORCL vs IJH
+14.3%
-67.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.5% |
| 7D | -0.7% | -2.5% | +1.8% | +1.7% |
| 30D | +5.1% | -5.0% | +10.2% | +10.5% |
| 3M | -23.7% | +0.5% | -24.3% | -23.5% |
| 6M | +3.1% | +8.2% | -5.2% | -2.2% |
| YTD | -20.8% | +12.5% | -33.2% | -25.8% |
| 1Y | -52.9% | +14.4% | -67.3% | -56.4% |
| All | -52.9% | +14.3% | -67.2% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling