+363.4%
ORCL vs IYR
+63.0%
+300.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +15.0% | -0.4% | +15.4% | +15.2% |
| 30D | +10.5% | -2.5% | +13.1% | +12.1% |
| 3M | -23.0% | +1.5% | -24.5% | -24.0% |
| 6M | +7.0% | +3.9% | +3.1% | +3.7% |
| YTD | -15.8% | +9.5% | -25.3% | -20.9% |
| 1Y | -31.1% | +7.5% | -38.5% | -34.8% |
| 3Y | +33.3% | +30.8% | +2.5% | +11.5% |
| 5Y | +94.3% | +4.8% | +89.5% | +83.9% |
| 10Y | +363.4% | +64.3% | +299.0% | +234.8% |
| All | +363.4% | +63.0% | +300.3% | +234.8% |
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