+38.2%
IWM vs OXY
+157.9%
-119.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -4.4% | +4.0% | -8.4% | -5.2% |
| 3M | +2.2% | +7.6% | -5.4% | +0.5% |
| 6M | +14.0% | +16.2% | -2.2% | +9.2% |
| YTD | +17.4% | +50.8% | -33.5% | +5.5% |
| 1Y | +22.9% | +34.7% | -11.7% | +13.1% |
| 3Y | +62.1% | -1.0% | +63.1% | +56.6% |
| 5Y | +38.2% | +163.2% | -125.0% | +6.8% |
| All | +38.2% | +157.9% | -119.8% | +6.8% |
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