-44.9%
ORCL vs IWD
+30.1%
-75.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.3% |
| 7D | +3.8% | -0.6% | +4.3% | +4.5% |
| 30D | -6.6% | +3.6% | -10.2% | -9.8% |
| 3M | -11.4% | +2.7% | -14.1% | -13.7% |
| 6M | -33.3% | +13.2% | -46.5% | -40.2% |
| YTD | -33.3% | +26.8% | -60.0% | -45.4% |
| 1Y | -44.9% | +29.3% | -74.2% | -55.4% |
| All | -44.9% | +30.1% | -75.0% | -55.4% |
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 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