+35.5%
ORCL vs IVV
+72.0%
-36.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -15.3% | -3.3% | -12.0% | -11.2% |
| 3M | -18.2% | -2.4% | -15.8% | -15.0% |
| 6M | -38.4% | +2.6% | -41.0% | -39.2% |
| YTD | -37.7% | +11.3% | -49.0% | -43.9% |
| 1Y | -49.3% | +13.4% | -62.7% | -55.2% |
| 3Y | +10.6% | +80.3% | -69.7% | -37.8% |
| 5Y | +35.5% | +72.7% | -37.2% | -18.6% |
| All | +35.5% | +72.0% | -36.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling