+91.4%
ORCL vs IWF
+73.7%
+17.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +0.5% | +4.7% | +4.8% |
| 30D | +10.0% | -0.4% | +10.4% | +10.7% |
| 3M | -32.6% | -2.6% | -30.0% | -30.2% |
| 6M | +4.9% | +9.1% | -4.2% | -2.1% |
| YTD | -17.8% | +4.5% | -22.2% | -19.7% |
| 1Y | -28.0% | +10.1% | -38.1% | -32.6% |
| 3Y | +36.0% | +77.6% | -41.6% | -11.9% |
| All | +91.4% | +73.7% | +17.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling