+363.4%
ORCL vs IWF
+409.9%
-46.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +15.0% | +1.5% | +13.5% | +13.5% |
| 30D | +10.5% | -1.3% | +11.8% | +12.1% |
| 3M | -23.0% | +0.1% | -23.1% | -22.6% |
| 6M | +7.0% | +10.3% | -3.3% | -0.5% |
| YTD | -15.8% | +4.2% | -20.0% | -17.3% |
| 1Y | -31.1% | +9.3% | -40.4% | -34.8% |
| 3Y | +33.3% | +79.3% | -46.1% | -14.2% |
| 5Y | +94.3% | +73.8% | +20.5% | +26.9% |
| 10Y | +363.4% | +410.9% | -47.5% | +12.2% |
| All | +363.4% | +409.9% | -46.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling