+15.4%
ORCL vs IJH
+58.4%
-43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.2% |
| 7D | +10.4% | +3.0% | +7.3% | +7.1% |
| 30D | -11.2% | +0.8% | -12.0% | -11.7% |
| 3M | -16.8% | -5.1% | -11.7% | -11.9% |
| 6M | -31.5% | +1.3% | -32.7% | -31.7% |
| YTD | -33.9% | +12.8% | -46.7% | -40.5% |
| 1Y | -43.3% | +14.1% | -57.4% | -49.5% |
| All | +15.4% | +58.4% | -43.0% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling