+30.6%
ORCL vs IWD
+68.9%
-38.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -11.2% | -0.5% | -10.7% | -10.7% |
| 30D | -18.8% | +2.7% | -21.5% | -21.0% |
| 3M | -18.8% | +0.9% | -19.7% | -19.4% |
| 6M | -39.7% | +10.5% | -50.3% | -45.5% |
| YTD | -39.6% | +23.7% | -63.3% | -51.3% |
| 1Y | -51.7% | +28.7% | -80.5% | -62.6% |
| 3Y | +10.2% | +79.7% | -69.5% | -38.4% |
| All | +30.6% | +68.9% | -38.3% | -21.7% |
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 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