-33.3%
ORCL vs IVZ
+5.0%
-38.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.4% |
| 7D | +3.8% | -2.8% | +6.5% | +5.8% |
| 30D | -6.6% | -2.2% | -4.4% | -5.1% |
| 3M | -11.4% | -8.1% | -3.3% | -6.0% |
| 6M | -33.3% | +3.8% | -37.1% | -33.8% |
| All | -33.3% | +5.0% | -38.3% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling