+244.8%
ORCL vs IWD
+207.5%
+37.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -11.2% | -0.5% | -10.7% | -10.8% |
| 30D | -18.8% | +2.7% | -21.5% | -20.8% |
| 3M | -18.8% | +0.9% | -19.7% | -19.4% |
| 6M | -39.7% | +10.5% | -50.3% | -45.0% |
| YTD | -39.6% | +23.7% | -63.3% | -50.3% |
| 1Y | -51.7% | +28.7% | -80.5% | -61.7% |
| 3Y | +10.2% | +79.7% | -69.5% | -34.8% |
| 5Y | +30.8% | +69.7% | -38.9% | -18.6% |
| All | +244.8% | +207.5% | +37.3% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling