-44.9%
ORCL vs IVZ
+25.0%
-69.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.3% |
| 7D | +3.8% | -2.8% | +6.5% | +5.4% |
| 30D | -6.6% | -2.2% | -4.4% | -5.4% |
| 3M | -11.4% | -8.1% | -3.3% | -7.0% |
| 6M | -33.3% | +3.8% | -37.1% | -34.3% |
| YTD | -33.3% | +11.5% | -44.7% | -36.5% |
| 1Y | -44.9% | +23.7% | -68.6% | -48.8% |
| All | -44.9% | +25.0% | -69.9% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling