-49.6%
ORCL vs IRM
+10.0%
-59.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +0.9% |
| 7D | +0.5% | -3.8% | +4.2% | +2.5% |
| 30D | -15.3% | -3.2% | -12.1% | -13.7% |
| 3M | -18.2% | -7.8% | -10.4% | -14.9% |
| 6M | -38.4% | -12.7% | -25.7% | -34.4% |
| YTD | -37.7% | +36.7% | -74.4% | -47.4% |
| All | -49.6% | +10.0% | -59.6% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling