-49.6%
ORCL vs IWF
-3.4%
-46.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | -2.1% |
| 7D | +0.5% | -1.0% | +1.5% | +2.1% |
| 30D | -15.3% | -10.1% | -5.2% | +4.1% |
| 3M | -18.2% | -7.6% | -10.6% | -4.1% |
| 6M | -38.4% | -6.7% | -31.7% | -27.6% |
| YTD | -37.7% | -2.5% | -35.2% | -30.2% |
| All | -49.6% | -3.4% | -46.2% | -42.1% |
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