+770.9%
IWM vs OXY
+963.5%
-192.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +1.9% | -6.4% | +8.2% | +3.7% |
| 3M | -5.7% | -2.6% | -3.1% | -5.5% |
| 6M | -0.3% | +4.8% | -5.1% | -3.1% |
| YTD | +15.8% | +41.2% | -25.4% | +0.9% |
| 1Y | +17.1% | +39.5% | -22.4% | +2.2% |
| 3Y | +73.1% | -0.8% | +73.9% | +65.2% |
| 5Y | +25.9% | +91.6% | -65.7% | -8.6% |
| 10Y | +151.9% | +15.7% | +136.2% | +72.2% |
| All | +770.9% | +963.5% | -192.6% | +205.9% |
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