+270.3%
ORCL vs IWD
+203.0%
+67.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +8.0% | +2.3% | +5.7% | +5.8% |
| 30D | -4.0% | +3.6% | -7.6% | -7.0% |
| 3M | -19.5% | +2.2% | -21.6% | -20.9% |
| 6M | -33.5% | +13.0% | -46.4% | -40.4% |
| YTD | -34.8% | +26.5% | -61.3% | -47.4% |
| 1Y | -41.6% | +30.1% | -71.8% | -54.1% |
| 3Y | +13.8% | +84.9% | -71.1% | -34.5% |
| 5Y | +43.4% | +73.4% | -30.0% | -12.5% |
| All | +270.3% | +203.0% | +67.2% | +42.2% |
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