+338.1%
ORCL vs IWF
+649.6%
-311.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.6% |
| 7D | -11.2% | -5.0% | -6.2% | -5.7% |
| 30D | -18.8% | -13.2% | -5.6% | -4.0% |
| 3M | -18.8% | -9.4% | -9.3% | -8.1% |
| 6M | -39.7% | -8.6% | -31.2% | -31.9% |
| YTD | -39.6% | -5.3% | -34.3% | -33.9% |
| 1Y | -51.7% | -5.0% | -46.8% | -47.2% |
| 3Y | +10.2% | +64.6% | -54.4% | -33.5% |
| 5Y | +30.8% | +50.8% | -20.0% | -15.8% |
| 10Y | +252.1% | +385.7% | -133.6% | -49.2% |
| All | +338.1% | +649.6% | -311.5% | -56.4% |
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