-49.5%
ORCL vs IWD
+33.0%
-82.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -4.4% |
| 7D | -14.4% | +2.5% | -16.9% | -16.5% |
| 30D | -12.8% | +6.0% | -18.8% | -17.9% |
| 3M | -14.8% | +3.8% | -18.5% | -17.9% |
| 6M | -30.9% | +16.3% | -47.2% | -39.5% |
| YTD | -35.7% | +27.5% | -63.1% | -47.8% |
| 1Y | -49.5% | +32.8% | -82.3% | -60.1% |
| All | -49.5% | +33.0% | -82.5% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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