+277.8%
ORCL vs IVZ
+44.4%
+233.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.1% |
| 7D | +3.8% | -2.8% | +6.5% | +4.7% |
| 30D | -6.6% | -2.2% | -4.4% | -5.8% |
| 3M | -11.4% | -8.1% | -3.3% | -8.9% |
| 6M | -33.3% | +3.8% | -37.1% | -33.9% |
| YTD | -33.3% | +11.5% | -44.7% | -35.5% |
| 1Y | -44.9% | +23.7% | -68.6% | -48.5% |
| 3Y | +17.6% | +145.8% | -128.2% | -12.9% |
| 5Y | +46.1% | +36.1% | +9.9% | +25.1% |
| 10Y | +277.8% | +42.4% | +235.3% | +194.1% |
| All | +277.8% | +44.4% | +233.3% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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