+496.9%
ORCL vs IWD
+726.5%
-229.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| YTD | -17.8% | +23.3% | -41.1% | -33.4% |
| 1Y | -28.0% | +29.6% | -57.6% | -44.8% |
| 3Y | +36.0% | +70.5% | -34.4% | -20.4% |
| 5Y | +88.7% | +73.5% | +15.2% | +8.4% |
| 10Y | +346.9% | +198.3% | +148.6% | +42.8% |
| All | +496.9% | +726.5% | -229.6% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling