+91.4%
ORCL vs IVZ
+64.2%
+27.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +5.3% | +0.6% | +4.6% | +5.1% |
| 30D | +10.0% | +4.0% | +6.0% | +8.5% |
| 3M | -32.6% | +18.2% | -50.8% | -36.3% |
| 6M | +4.9% | +32.8% | -27.9% | -4.8% |
| YTD | -17.8% | +28.7% | -46.5% | -24.7% |
| 1Y | -28.0% | +55.4% | -83.4% | -38.0% |
| 3Y | +36.0% | +135.2% | -99.2% | -0.5% |
| All | +91.4% | +64.2% | +27.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling