+91.4%
ORCL vs IRM
+189.3%
-97.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.9% |
| 3M | -32.6% | -9.7% | -22.9% | -29.7% |
| 6M | +4.9% | +10.0% | -5.1% | -0.1% |
| YTD | -17.8% | +43.0% | -60.8% | -30.4% |
| 1Y | -28.0% | +32.7% | -60.7% | -37.1% |
| 3Y | +36.0% | +102.7% | -66.7% | -0.4% |
| All | +91.4% | +189.3% | -97.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling