+808.3%
IWM vs OXY
+1,010.4%
-202.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | -1.3% | +11.6% | -12.8% | -4.7% |
| 3M | +1.6% | +2.8% | -1.2% | +0.1% |
| 6M | +13.6% | +13.0% | +0.5% | +7.2% |
| YTD | +20.8% | +47.4% | -26.6% | +4.3% |
| 1Y | +26.4% | +31.5% | -5.1% | +12.7% |
| 3Y | +60.7% | -1.9% | +62.6% | +54.3% |
| 5Y | +38.2% | +148.0% | -109.8% | -8.0% |
| 10Y | +169.5% | +2.3% | +167.2% | +95.4% |
| All | +808.3% | +1,010.4% | -202.1% | +216.4% |
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