+33,471.1%
ORCL vs IP
+364.8%
+33,106.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.4% |
| 7D | +5.3% | -5.3% | +10.5% | +7.2% |
| 30D | +10.0% | -10.9% | +20.8% | +14.1% |
| 3M | -32.6% | +11.2% | -43.8% | -35.8% |
| 6M | +4.9% | -10.2% | +15.2% | +6.2% |
| YTD | -17.8% | -2.0% | -15.8% | -19.6% |
| 1Y | -28.0% | -19.1% | -8.9% | -25.5% |
| 3Y | +36.0% | +20.9% | +15.2% | +18.4% |
| 5Y | +88.7% | -17.8% | +106.5% | +85.0% |
| 10Y | +346.9% | +23.5% | +323.4% | +262.3% |
| All | +33,471.1% | +364.8% | +33,106.3% | +14,330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling