+251.6%
ORCL vs IWF
+391.9%
-140.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +0.4% |
| 7D | +0.5% | -1.0% | +1.5% | +1.6% |
| 30D | -15.3% | -10.1% | -5.2% | -5.8% |
| 3M | -18.2% | -7.6% | -10.6% | -11.0% |
| 6M | -38.4% | -6.7% | -31.7% | -32.9% |
| YTD | -37.7% | -2.5% | -35.2% | -34.4% |
| 1Y | -49.3% | -2.1% | -47.2% | -46.6% |
| 3Y | +10.6% | +68.6% | -58.0% | -24.0% |
| 5Y | +35.5% | +55.8% | -20.3% | -1.6% |
| 10Y | +251.6% | +383.3% | -131.7% | -12.2% |
| All | +251.6% | +391.9% | -140.3% | -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