+384.4%
ORCL vs IJR
+1,131.4%
-747.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.2% |
| 7D | +3.8% | -0.4% | +4.2% | +4.3% |
| 30D | -6.6% | +3.5% | -10.1% | -9.0% |
| 3M | -11.4% | -3.8% | -7.7% | -8.2% |
| 6M | -33.3% | +4.3% | -37.6% | -35.3% |
| YTD | -33.3% | +19.4% | -52.7% | -42.1% |
| 1Y | -44.9% | +20.5% | -65.5% | -52.7% |
| 3Y | +17.6% | +63.0% | -45.4% | -22.5% |
| 5Y | +46.1% | +28.6% | +17.5% | +14.6% |
| 10Y | +277.8% | +157.2% | +120.6% | +45.6% |
| All | +384.4% | +1,131.4% | -747.0% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling