-28.0%
ORCL vs IOT
+14.9%
-42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +1.9% |
| 7D | +5.3% | -2.3% | +7.6% | +5.9% |
| 30D | +10.0% | +3.8% | +6.2% | +8.4% |
| 3M | -32.6% | +14.2% | -46.8% | -36.5% |
| 6M | +4.9% | +40.1% | -35.2% | -9.2% |
| YTD | -17.8% | +13.4% | -31.2% | -25.3% |
| 1Y | -28.0% | +12.2% | -40.2% | -33.2% |
| All | -28.0% | +14.9% | -42.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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