+346.9%
ORCL vs IRM
+409.6%
-62.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.4% |
| 7D | +5.3% | -0.5% | +5.7% | +5.5% |
| 30D | +10.0% | -8.1% | +18.0% | +13.5% |
| 3M | -32.6% | -9.7% | -22.9% | -30.1% |
| 6M | +4.9% | +10.0% | -5.1% | +0.7% |
| YTD | -17.8% | +43.0% | -60.8% | -28.8% |
| 1Y | -28.0% | +32.7% | -60.7% | -35.9% |
| 3Y | +36.0% | +102.7% | -66.7% | +3.2% |
| 5Y | +88.7% | +187.6% | -98.8% | +24.7% |
| All | +346.9% | +409.6% | -62.7% | +133.7% |
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