+496.9%
ORCL vs IJH
+1,075.9%
-578.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | -1.5% | +11.5% | +11.7% |
| 3M | -32.6% | +0.8% | -33.4% | -32.9% |
| 6M | +4.9% | +7.6% | -2.6% | -1.7% |
| YTD | -17.8% | +15.5% | -33.2% | -27.9% |
| 1Y | -28.0% | +16.9% | -44.9% | -37.9% |
| 3Y | +36.0% | +48.1% | -12.0% | -6.0% |
| 5Y | +88.7% | +47.8% | +40.9% | +27.8% |
| 10Y | +346.9% | +178.6% | +168.3% | +48.7% |
| All | +496.9% | +1,075.9% | -578.9% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling