+766.3%
IVV vs OXY
+908.4%
-142.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -2.3% | -6.4% | +4.0% | -0.9% |
| 3M | -1.2% | -2.6% | +1.5% | -0.9% |
| 6M | +3.3% | +4.8% | -1.5% | +1.1% |
| YTD | +12.3% | +41.2% | -28.8% | +0.7% |
| 1Y | +12.5% | +39.5% | -27.0% | +1.0% |
| 3Y | +79.2% | -0.8% | +80.0% | +72.4% |
| 5Y | +75.6% | +91.6% | -15.9% | +35.1% |
| 10Y | +313.4% | +15.7% | +297.6% | +198.4% |
| All | +766.3% | +908.4% | -142.0% | +217.0% |
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