+91.4%
ORCL vs IWD
+73.6%
+17.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.8% |
| 7D | +5.3% | -0.3% | +5.5% | +5.6% |
| 30D | +10.0% | +0.6% | +9.4% | +9.4% |
| 3M | -32.6% | +7.2% | -39.8% | -37.1% |
| 6M | +4.9% | +16.2% | -11.3% | -9.7% |
| YTD | -17.8% | +23.3% | -41.1% | -33.4% |
| 1Y | -28.0% | +29.6% | -57.6% | -44.7% |
| 3Y | +36.0% | +70.5% | -34.4% | -19.8% |
| All | +91.4% | +73.6% | +17.8% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling