+758.4%
IVV vs OXY
+882.3%
-123.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +0.1% | -8.2% | +8.3% | +2.2% |
| 30D | -3.3% | -7.2% | +3.9% | -1.7% |
| 3M | -2.4% | +0.2% | -2.6% | -2.9% |
| 6M | +2.6% | +6.1% | -3.5% | +0.1% |
| YTD | +11.3% | +37.5% | -26.2% | +0.4% |
| 1Y | +13.4% | +37.7% | -24.2% | +2.2% |
| 3Y | +80.3% | -2.8% | +83.0% | +74.3% |
| 5Y | +72.7% | +77.6% | -4.9% | +35.5% |
| 10Y | +309.6% | +9.5% | +300.2% | +200.8% |
| All | +758.4% | +882.3% | -123.9% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling