+251.6%
ORCL vs IVZ
+55.7%
+195.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.6% | +1.0% |
| 7D | +0.5% | +4.1% | -3.6% | -0.8% |
| 30D | -15.3% | -2.0% | -13.2% | -14.6% |
| 3M | -18.2% | -7.8% | -10.4% | -15.9% |
| 6M | -38.4% | +6.3% | -44.7% | -39.5% |
| YTD | -37.7% | +12.6% | -50.3% | -40.0% |
| 1Y | -49.3% | +27.6% | -76.9% | -53.0% |
| 3Y | +10.6% | +154.0% | -143.4% | -18.8% |
| 5Y | +35.5% | +37.3% | -1.8% | +15.8% |
| 10Y | +251.6% | +50.5% | +201.0% | +172.9% |
| All | +251.6% | +55.7% | +195.9% | +172.9% |
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