+315.6%
ORCL vs IVV
+724.3%
-408.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.4% | -2.5% | -1.7% |
| 7D | -17.5% | -4.8% | -12.7% | -12.3% |
| 30D | -20.2% | -5.9% | -14.2% | -13.7% |
| 3M | -19.9% | -4.5% | -15.4% | -14.7% |
| 6M | -37.4% | +1.8% | -39.3% | -37.7% |
| YTD | -40.1% | +8.4% | -48.5% | -44.3% |
| 1Y | -53.4% | +9.4% | -62.8% | -57.1% |
| 3Y | +10.4% | +75.3% | -64.8% | -40.1% |
| 5Y | +29.8% | +67.8% | -38.0% | -26.6% |
| 10Y | +249.2% | +314.2% | -64.9% | -37.1% |
| All | +315.6% | +724.3% | -408.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling