+270.3%
ORCL vs IVV
+309.2%
-39.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +8.0% | +2.6% | +5.4% | +5.2% |
| 30D | -4.0% | -2.0% | -2.0% | -1.4% |
| 3M | -19.5% | -2.8% | -16.7% | -16.3% |
| 6M | -33.5% | +2.2% | -35.6% | -33.8% |
| YTD | -34.8% | +11.5% | -46.4% | -40.5% |
| 1Y | -41.6% | +13.5% | -55.1% | -47.6% |
| 3Y | +13.8% | +78.1% | -64.3% | -32.4% |
| 5Y | +43.4% | +73.1% | -29.7% | -12.4% |
| All | +270.3% | +309.2% | -39.0% | -4.8% |
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