+496.9%
ORCL vs IWF
+727.1%
-230.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.9% |
| 6M | +4.9% | +9.1% | -4.2% | -3.3% |
| YTD | -17.8% | +4.5% | -22.2% | -20.1% |
| 1Y | -28.0% | +10.1% | -38.1% | -33.6% |
| 3Y | +36.0% | +77.6% | -41.6% | -25.3% |
| 5Y | +88.7% | +73.7% | +15.0% | +2.2% |
| 10Y | +346.9% | +411.5% | -64.6% | -39.3% |
| All | +496.9% | +727.1% | -230.1% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling