+4,060.2%
ORCL vs IRM
+9,145.3%
-5,085.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -11.2% | -8.6% | -2.5% | -8.5% |
| 30D | -18.8% | -8.0% | -10.9% | -16.5% |
| 3M | -18.8% | -12.0% | -6.8% | -15.3% |
| 6M | -39.7% | -18.2% | -21.6% | -35.8% |
| YTD | -39.6% | +31.4% | -71.0% | -44.8% |
| 1Y | -51.7% | +9.2% | -60.9% | -53.3% |
| 3Y | +10.2% | +94.6% | -84.3% | -11.2% |
| 5Y | +30.8% | +170.2% | -139.3% | -5.9% |
| 10Y | +252.1% | +464.3% | -212.2% | +95.0% |
| All | +4,060.2% | +9,145.3% | -5,085.1% | +1,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling