-49.5%
ORCL vs IJR
+24.2%
-73.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -3.1% |
| 7D | -14.4% | +2.3% | -16.7% | -16.2% |
| 30D | -12.8% | +2.8% | -15.7% | -15.0% |
| 3M | -14.8% | -4.6% | -10.2% | -11.6% |
| 6M | -30.9% | +5.7% | -36.5% | -33.1% |
| YTD | -35.7% | +19.9% | -55.6% | -41.7% |
| 1Y | -49.5% | +24.2% | -73.6% | -55.0% |
| All | -49.5% | +24.2% | -73.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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