+19.8%
ORCL vs IOT
+64.6%
-44.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -2.6% | -8.6% | -10.8% |
| 30D | -18.8% | +1.2% | -20.0% | -19.1% |
| 3M | -18.8% | +7.2% | -26.0% | -20.1% |
| 6M | -39.7% | +41.7% | -81.4% | -43.9% |
| YTD | -39.6% | +15.6% | -55.2% | -42.3% |
| 1Y | -51.7% | +7.6% | -59.3% | -53.4% |
| 3Y | +10.2% | +69.8% | -59.5% | -0.7% |
| All | +19.8% | +64.6% | -44.7% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling