+33.3%
ORCL vs IJR
+54.5%
-21.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | +15.0% | +0.9% | +14.1% | +14.3% |
| 30D | +10.5% | -3.1% | +13.7% | +13.2% |
| 3M | -23.0% | +4.4% | -27.4% | -25.2% |
| 6M | +7.0% | +16.1% | -9.1% | -3.3% |
| YTD | -15.8% | +20.6% | -36.4% | -25.9% |
| 1Y | -31.1% | +22.9% | -53.9% | -40.3% |
| 3Y | +33.3% | +55.2% | -21.9% | +1.0% |
| All | +33.3% | +54.5% | -21.2% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling