+31.5%
ORCL vs IYR
+31.2%
+0.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | -1.2% | +6.5% | +5.7% |
| 30D | +10.0% | -2.9% | +12.8% | +11.0% |
| 3M | -32.6% | +0.8% | -33.4% | -33.2% |
| 6M | +4.9% | +1.9% | +3.1% | +3.1% |
| YTD | -17.8% | +9.6% | -27.4% | -22.1% |
| 1Y | -28.0% | +8.1% | -36.1% | -31.5% |
| All | +31.5% | +31.2% | +0.3% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling