+32.7%
ORCL vs IP
+21.5%
+11.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.8% |
| 7D | +5.3% | -5.3% | +10.5% | +6.1% |
| 30D | +10.0% | -10.9% | +20.8% | +11.8% |
| 3M | -32.6% | +11.2% | -43.8% | -33.9% |
| 6M | +4.9% | -10.2% | +15.2% | +6.2% |
| YTD | -17.8% | -2.0% | -15.8% | -18.2% |
| 1Y | -28.0% | -19.1% | -8.9% | -25.7% |
| All | +32.7% | +21.5% | +11.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling