+93.1%
ORCL vs IJR
+39.8%
+53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.2% |
| 7D | +10.9% | -1.1% | +12.0% | +11.7% |
| 30D | +7.0% | -3.6% | +10.6% | +9.8% |
| 3M | -21.2% | +2.3% | -23.5% | -22.3% |
| 6M | +7.4% | +14.3% | -7.0% | -1.5% |
| YTD | -16.3% | +19.3% | -35.6% | -25.3% |
| 1Y | -32.3% | +22.6% | -54.9% | -40.9% |
| 3Y | +32.6% | +53.5% | -21.0% | -0.5% |
| 5Y | +93.1% | +39.9% | +53.2% | +49.6% |
| All | +93.1% | +39.8% | +53.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling