+270.3%
ORCL vs IYR
+87.3%
+182.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.6% | +7.4% | +7.6% |
| 30D | -4.0% | +6.6% | -10.5% | -7.5% |
| 3M | -19.5% | -1.8% | -17.6% | -18.8% |
| 6M | -33.5% | +1.4% | -34.9% | -34.6% |
| YTD | -34.8% | +10.5% | -45.4% | -39.2% |
| 1Y | -41.6% | +10.6% | -52.2% | -45.6% |
| 3Y | +13.8% | +41.8% | -28.1% | -9.5% |
| 5Y | +43.4% | +6.0% | +37.3% | +34.7% |
| All | +270.3% | +87.3% | +182.9% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling