+336.5%
ORCL vs IJR
+170.6%
+165.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | -0.7% | -2.3% | +1.6% | +0.7% |
| 30D | +5.1% | -4.7% | +9.8% | +8.4% |
| 3M | -23.7% | +2.1% | -25.9% | -24.6% |
| 6M | +3.1% | +13.9% | -10.8% | -4.5% |
| YTD | -20.8% | +18.2% | -39.0% | -28.3% |
| 1Y | -52.9% | +21.8% | -74.7% | -58.2% |
| 3Y | +25.4% | +52.2% | -26.8% | -3.1% |
| 5Y | +82.4% | +40.1% | +42.3% | +46.2% |
| All | +336.5% | +170.6% | +165.9% | +133.6% |
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