+251.6%
ORCL vs IWD
+212.1%
+39.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +1.3% |
| 7D | +0.5% | +1.3% | -0.8% | -0.6% |
| 30D | -15.3% | +3.6% | -18.9% | -18.0% |
| 3M | -18.2% | +2.3% | -20.6% | -19.9% |
| 6M | -38.4% | +13.0% | -51.5% | -44.9% |
| YTD | -37.7% | +26.2% | -63.9% | -49.6% |
| 1Y | -49.3% | +30.5% | -79.7% | -60.2% |
| 3Y | +10.6% | +86.2% | -75.6% | -36.7% |
| 5Y | +35.5% | +72.9% | -37.4% | -17.1% |
| 10Y | +251.6% | +205.0% | +46.6% | +36.0% |
| All | +251.6% | +212.1% | +39.5% | +36.0% |
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