-43.3%
ORCL vs IWF
-3.5%
-39.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.3% |
| 7D | +10.4% | +5.3% | +5.1% | +0.6% |
| 30D | -11.2% | -8.6% | -2.6% | +5.9% |
| 3M | -16.8% | -6.5% | -10.2% | -4.3% |
| 6M | -31.5% | -5.6% | -25.8% | -21.0% |
| YTD | -33.9% | -1.5% | -32.4% | -27.1% |
| 1Y | -43.3% | -2.8% | -40.4% | -36.2% |
| All | -43.3% | -3.5% | -39.8% | -36.2% |
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 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