+30.6%
ORCL vs IVZ
+27.3%
+3.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -2.4% | -8.7% | -10.3% |
| 30D | -18.8% | -11.2% | -7.6% | -15.1% |
| 3M | -18.8% | -14.0% | -4.8% | -14.0% |
| 6M | -39.7% | +0.5% | -40.2% | -39.6% |
| YTD | -39.6% | +5.4% | -45.1% | -40.6% |
| 1Y | -51.7% | +19.5% | -71.2% | -54.5% |
| 3Y | +10.2% | +128.7% | -118.5% | -18.8% |
| All | +30.6% | +27.3% | +3.2% | +14.0% |
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