+10.2%
ORCL vs IYR
+36.6%
-26.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -11.2% | +2.0% | -13.1% | -11.7% |
| 30D | -18.8% | +8.2% | -27.1% | -21.0% |
| 3M | -18.8% | -1.7% | -17.0% | -18.3% |
| 6M | -39.7% | -0.4% | -39.3% | -40.0% |
| YTD | -39.6% | +9.9% | -49.5% | -42.9% |
| 1Y | -51.7% | +10.4% | -62.2% | -54.5% |
| 3Y | +10.2% | +38.4% | -28.2% | -4.9% |
| All | +10.2% | +36.6% | -26.4% | -4.9% |
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