+29.4%
ORCL vs IOT
+66.1%
-36.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.9% | +7.0% | +7.8% |
| 30D | -4.0% | +1.4% | -5.4% | -4.3% |
| 3M | -19.5% | +0.5% | -20.0% | -19.8% |
| 6M | -33.5% | +50.3% | -83.8% | -38.6% |
| YTD | -34.8% | +16.7% | -51.5% | -37.8% |
| 1Y | -41.6% | +6.8% | -48.4% | -43.6% |
| 3Y | +13.8% | +75.5% | -61.7% | +2.1% |
| All | +29.4% | +66.1% | -36.7% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling