+13.8%
ORCL vs IRM
+112.1%
-98.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +8.0% | +6.8% | +1.2% | +4.3% |
| 30D | -4.0% | +2.6% | -6.6% | -5.3% |
| 3M | -19.5% | -9.5% | -10.0% | -15.4% |
| 6M | -33.5% | -8.5% | -25.0% | -30.7% |
| YTD | -34.8% | +40.3% | -75.1% | -45.6% |
| 1Y | -41.6% | +28.7% | -70.3% | -49.3% |
| 3Y | +13.8% | +111.8% | -98.1% | -16.8% |
| All | +13.8% | +112.1% | -98.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling