-32.3%
ORCL vs IWF
+8.6%
-40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.3% |
| 7D | +10.9% | +0.5% | +10.4% | +9.9% |
| 30D | +7.0% | -1.4% | +8.4% | +10.1% |
| 3M | -21.2% | +0.4% | -21.6% | -21.4% |
| 6M | +7.4% | +8.5% | -1.1% | -3.8% |
| YTD | -16.3% | +3.7% | -20.0% | -18.1% |
| 1Y | -32.3% | +8.5% | -40.8% | -47.8% |
| All | -32.3% | +8.6% | -40.9% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling