+34.5%
ORCL vs IWM
+24.3%
+10.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -16.6% | +0.6% | -17.2% | -16.6% |
| 3M | -21.6% | -6.2% | -15.4% | -17.4% |
| 6M | -39.4% | -0.8% | -38.6% | -38.4% |
| YTD | -38.7% | +14.8% | -53.4% | -43.5% |
| 1Y | -50.4% | +16.1% | -66.5% | -54.7% |
| 3Y | +8.1% | +71.5% | -63.4% | -23.2% |
| 5Y | +34.5% | +25.8% | +8.8% | +10.7% |
| All | +34.5% | +24.3% | +10.2% | +10.7% |
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