-43.3%
ORCL vs IWD
+28.5%
-71.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +10.4% | +1.7% | +8.7% | +8.5% |
| 30D | -11.2% | +3.2% | -14.5% | -14.0% |
| 3M | -16.8% | +2.3% | -19.1% | -18.6% |
| 6M | -31.5% | +12.9% | -44.4% | -38.4% |
| YTD | -33.9% | +26.2% | -60.2% | -46.0% |
| 1Y | -43.3% | +28.3% | -71.5% | -53.7% |
| All | -43.3% | +28.5% | -71.8% | -53.7% |
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