-49.6%
ORCL vs IYR
+10.7%
-60.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +3.6% |
| 7D | +0.5% | +2.3% | -1.8% | +1.3% |
| 30D | -15.3% | +7.4% | -22.7% | -13.3% |
| 3M | -18.2% | -0.7% | -17.5% | -19.0% |
| 6M | -38.4% | +1.6% | -40.1% | -38.1% |
| YTD | -37.7% | +11.6% | -49.3% | -38.2% |
| All | -49.6% | +10.7% | -60.3% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling