-51.7%
ORCL vs IWD
+28.1%
-79.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -11.2% | -0.5% | -10.7% | -10.6% |
| 30D | -18.8% | +2.7% | -21.5% | -20.9% |
| 3M | -18.8% | +0.9% | -19.7% | -19.3% |
| 6M | -39.7% | +10.5% | -50.3% | -44.5% |
| YTD | -39.6% | +23.7% | -63.3% | -49.0% |
| 1Y | -51.7% | +28.7% | -80.5% | -60.0% |
| All | -51.7% | +28.1% | -79.9% | -60.0% |
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 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