+91.4%
ORCL vs IWM
+38.3%
+53.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +10.0% | -1.3% | +11.2% | +11.1% |
| 3M | -32.6% | +1.6% | -34.2% | -33.1% |
| 6M | +4.9% | +13.6% | -8.6% | -3.4% |
| YTD | -17.8% | +20.8% | -38.5% | -27.2% |
| 1Y | -28.0% | +26.4% | -54.4% | -38.3% |
| 3Y | +36.0% | +60.7% | -24.7% | -0.2% |
| All | +91.4% | +38.3% | +53.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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