+275.4%
ORCL vs IJR
+151.4%
+124.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +10.4% | +2.3% | +8.1% | +8.9% |
| 30D | -11.2% | +2.2% | -13.4% | -12.3% |
| 3M | -16.8% | -5.3% | -11.5% | -13.7% |
| 6M | -31.5% | +4.3% | -35.7% | -32.9% |
| YTD | -33.9% | +18.0% | -51.9% | -40.0% |
| 1Y | -43.3% | +19.2% | -62.5% | -48.9% |
| 3Y | +16.5% | +61.1% | -44.6% | -12.8% |
| 5Y | +45.4% | +27.3% | +18.0% | +23.4% |
| All | +275.4% | +151.4% | +124.0% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling