+82.2%
IVV vs OXY
+150.1%
-67.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -1.0% | +8.5% | -9.4% | -2.1% |
| 3M | +3.9% | +6.0% | -2.2% | +2.8% |
| 6M | +14.5% | +13.0% | +1.5% | +11.6% |
| YTD | +12.9% | +48.9% | -36.0% | +4.8% |
| 1Y | +19.4% | +36.4% | -17.0% | +12.2% |
| 3Y | +78.8% | -2.3% | +81.1% | +74.3% |
| 5Y | +82.2% | +160.6% | -78.4% | +54.2% |
| All | +82.2% | +150.1% | -67.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 5y: compounded portfolio wealth divided by compounded OXY 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…
5y analysis · Full analysis span regression · 6 months rolling