+246.0%
ORCL vs IWD
+203.8%
+42.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +1.6% | -8.1% | -7.8% |
| 30D | -16.6% | +3.6% | -20.2% | -19.2% |
| 3M | -21.6% | +2.0% | -23.7% | -23.0% |
| 6M | -39.4% | +13.1% | -52.4% | -45.7% |
| YTD | -38.7% | +26.2% | -64.9% | -50.4% |
| 1Y | -50.4% | +29.6% | -79.9% | -60.8% |
| 3Y | +8.1% | +84.3% | -76.2% | -37.6% |
| 5Y | +34.5% | +73.4% | -38.9% | -17.9% |
| 10Y | +246.0% | +202.5% | +43.6% | +33.8% |
| All | +246.0% | +203.8% | +42.2% | +33.8% |
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