+163.2%
OXY vs IVZ
+57.9%
+105.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | +4.0% | +2.5% | +1.5% | +3.2% |
| 3M | +7.6% | +17.1% | -9.5% | +2.6% |
| 6M | +16.2% | +35.1% | -18.9% | +5.3% |
| YTD | +50.8% | +24.3% | +26.5% | +39.2% |
| 1Y | +34.7% | +48.7% | -14.0% | +16.8% |
| 3Y | -1.0% | +135.6% | -136.6% | -29.4% |
| 5Y | +163.2% | +60.3% | +102.9% | +117.9% |
| All | +163.2% | +57.9% | +105.3% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling