-28.0%
ORCL vs IP
-18.9%
-9.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.9% |
| 7D | +5.3% | -5.3% | +10.5% | +5.6% |
| 30D | +10.0% | -10.9% | +20.8% | +10.6% |
| 3M | -32.6% | +11.2% | -43.8% | -32.7% |
| 6M | +4.9% | -10.2% | +15.2% | +5.3% |
| YTD | -17.8% | -2.0% | -15.8% | -17.4% |
| 1Y | -28.0% | -19.1% | -8.9% | -27.6% |
| All | -28.0% | -18.9% | -9.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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