+363.4%
ORCL vs IVZ
+61.1%
+302.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | +15.0% | +1.1% | +13.9% | +14.6% |
| 30D | +10.5% | +3.1% | +7.5% | +9.5% |
| 3M | -23.0% | +18.2% | -41.2% | -26.9% |
| 6M | +7.0% | +38.6% | -31.6% | -3.4% |
| YTD | -15.8% | +25.9% | -41.7% | -21.8% |
| 1Y | -31.1% | +51.7% | -82.7% | -39.7% |
| 3Y | +33.3% | +138.7% | -105.4% | -1.0% |
| 5Y | +94.3% | +62.8% | +31.5% | +56.7% |
| 10Y | +363.4% | +60.9% | +302.5% | +245.9% |
| All | +363.4% | +61.1% | +302.3% | +245.9% |
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