+38.4%
ORCL vs IP
-10.3%
+48.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.3% |
| 7D | -14.4% | +3.4% | -17.8% | -15.2% |
| 30D | -12.8% | +11.2% | -24.1% | -15.0% |
| 3M | -14.8% | -14.8% | 0.0% | -12.2% |
| 6M | -30.9% | +17.3% | -48.2% | -34.0% |
| YTD | -35.7% | -6.2% | -29.5% | -36.0% |
| 1Y | -49.5% | +2.3% | -51.8% | -51.0% |
| 3Y | +18.6% | +17.7% | +1.0% | +7.1% |
| 5Y | +38.4% | -8.4% | +46.9% | +38.9% |
| All | +38.4% | -10.3% | +48.8% | +38.9% |
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