+67.1%
ORCL vs IOT
+61.2%
+5.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +15.0% | +2.8% | +12.2% | +14.4% |
| 30D | +10.5% | -1.8% | +12.3% | +10.8% |
| 3M | -23.0% | +17.9% | -40.9% | -25.8% |
| 6M | +7.0% | +13.5% | -6.6% | +3.5% |
| YTD | -15.8% | +13.3% | -29.1% | -19.0% |
| 1Y | -31.1% | -3.3% | -27.8% | -32.3% |
| 3Y | +33.3% | +31.3% | +1.9% | +23.8% |
| All | +67.1% | +61.2% | +5.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling