+91.4%
ORCL vs IP
-17.2%
+108.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.6% |
| 7D | +5.3% | -5.3% | +10.5% | +6.5% |
| 30D | +10.0% | -10.9% | +20.8% | +12.6% |
| 3M | -32.6% | +11.2% | -43.8% | -34.6% |
| 6M | +4.9% | -10.2% | +15.2% | +6.5% |
| YTD | -17.8% | -2.0% | -15.8% | -18.7% |
| 1Y | -28.0% | -19.1% | -8.9% | -25.3% |
| 3Y | +36.0% | +20.9% | +15.2% | +22.5% |
| All | +91.4% | -17.2% | +108.6% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling