-44.9%
ORCL vs IOT
+7.0%
-51.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.2% |
| 7D | +3.8% | -1.3% | +5.1% | +4.3% |
| 30D | -6.6% | +1.5% | -8.0% | -7.1% |
| 3M | -11.4% | +4.8% | -16.2% | -13.3% |
| 6M | -33.3% | +45.3% | -78.6% | -43.0% |
| YTD | -33.3% | +19.2% | -52.4% | -41.4% |
| 1Y | -44.9% | +6.1% | -51.0% | -48.8% |
| All | -44.9% | +7.0% | -51.9% | -48.8% |
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