+4,534.6%
ORCL vs IVZ
+897.2%
+3,637.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -2.4% | -8.7% | -10.4% |
| 30D | -18.8% | -11.2% | -7.6% | -15.4% |
| 3M | -18.8% | -14.0% | -4.8% | -14.5% |
| 6M | -39.7% | +0.5% | -40.2% | -39.7% |
| YTD | -39.6% | +5.4% | -45.1% | -40.7% |
| 1Y | -51.7% | +19.5% | -71.2% | -54.6% |
| 3Y | +10.2% | +128.7% | -118.5% | -18.6% |
| 5Y | +30.8% | +28.8% | +2.1% | +13.1% |
| 10Y | +252.1% | +52.3% | +199.8% | +156.6% |
| All | +4,534.6% | +897.2% | +3,637.4% | +1,579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling