+247.2%
ORCL vs IRM
+505.0%
-257.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | -5.1% | -1.4% | -4.6% |
| 30D | -16.6% | -3.3% | -13.3% | -15.4% |
| 3M | -21.6% | -8.2% | -13.4% | -18.8% |
| 6M | -39.4% | -12.8% | -26.6% | -36.0% |
| YTD | -38.7% | +36.6% | -75.3% | -45.9% |
| 1Y | -50.4% | +11.9% | -62.3% | -52.8% |
| 3Y | +8.1% | +105.1% | -97.0% | -18.1% |
| 5Y | +34.5% | +182.4% | -147.9% | -10.4% |
| All | +247.2% | +505.0% | -257.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling