+496.9%
ORCL vs IJR
+1,153.0%
-656.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +5.3% | -0.2% | +5.4% | +5.5% |
| 30D | +10.0% | -2.4% | +12.4% | +12.3% |
| 3M | -32.6% | +3.9% | -36.5% | -34.6% |
| 6M | +4.9% | +12.4% | -7.5% | -4.5% |
| YTD | -17.8% | +21.5% | -39.2% | -29.8% |
| 1Y | -28.0% | +24.0% | -52.0% | -39.9% |
| 3Y | +36.0% | +49.7% | -13.7% | -4.4% |
| 5Y | +88.7% | +39.7% | +49.0% | +37.4% |
| 10Y | +346.9% | +169.0% | +177.9% | +64.5% |
| All | +496.9% | +1,153.0% | -656.1% | -70.2% |
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