+365.1%
ORCL vs IYR
+700.6%
-335.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +5.3% | -1.2% | +6.5% | +5.9% |
| 30D | +10.0% | -2.9% | +12.8% | +11.6% |
| 3M | -32.6% | +0.8% | -33.4% | -33.2% |
| 6M | +4.9% | +1.9% | +3.1% | +3.2% |
| YTD | -17.8% | +9.6% | -27.4% | -22.1% |
| 1Y | -28.0% | +8.1% | -36.1% | -31.6% |
| 3Y | +36.0% | +29.2% | +6.8% | +17.4% |
| 5Y | +88.7% | +4.3% | +84.4% | +80.2% |
| 10Y | +346.9% | +64.7% | +282.2% | +233.9% |
| All | +365.1% | +700.6% | -335.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling