-32.3%
ORCL vs IYR
+6.4%
-38.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -1.1% |
| 7D | +10.9% | -0.9% | +11.8% | +10.4% |
| 30D | +7.0% | -2.4% | +9.4% | +5.6% |
| 3M | -21.2% | -2.0% | -19.2% | -21.9% |
| 6M | +7.4% | +2.5% | +4.9% | +5.4% |
| YTD | -16.3% | +8.3% | -24.6% | -14.5% |
| 1Y | -32.3% | +6.5% | -38.8% | -31.4% |
| All | -32.3% | +6.4% | -38.7% | -31.4% |
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