+346.9%
ORCL vs IVV
+315.9%
+31.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | +0.1% | +9.9% | +10.1% |
| 3M | -32.6% | +2.0% | -34.6% | -33.5% |
| 6M | +4.9% | +13.0% | -8.1% | -6.5% |
| YTD | -17.8% | +13.6% | -31.3% | -26.9% |
| 1Y | -28.0% | +20.1% | -48.1% | -39.3% |
| 3Y | +36.0% | +77.6% | -41.6% | -19.6% |
| 5Y | +88.7% | +82.5% | +6.2% | +8.8% |
| All | +346.9% | +315.9% | +31.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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