-50.6%
ORCL vs IJR
+21.9%
-72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.2% |
| 7D | -5.4% | -2.2% | -3.2% | -3.7% |
| 30D | -2.0% | -4.6% | +2.6% | +1.8% |
| 3M | -18.1% | +0.2% | -18.3% | -17.7% |
| 6M | -7.2% | +14.7% | -21.9% | -14.8% |
| YTD | -22.2% | +18.9% | -41.0% | -29.2% |
| 1Y | -50.6% | +19.9% | -70.6% | -55.0% |
| All | -50.6% | +21.9% | -72.5% | -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