+6.4%
OXY vs IVZ
+65.9%
-59.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +2.8% | -2.4% | +5.2% | +4.0% |
| 30D | +5.5% | +3.0% | +2.4% | +3.6% |
| 3M | +11.3% | +14.9% | -3.6% | +2.2% |
| 6M | +11.6% | +36.7% | -25.1% | -8.2% |
| YTD | +51.6% | +25.7% | +25.9% | +28.6% |
| 1Y | +36.2% | +47.7% | -11.5% | +5.0% |
| 3Y | +1.7% | +138.8% | -137.1% | -44.4% |
| 5Y | +164.5% | +62.1% | +102.4% | +71.3% |
| All | +6.4% | +65.9% | -59.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling