+5.9%
OXY vs IWD
+201.1%
-195.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +5.0% |
| 30D | +4.0% | -1.8% | +5.8% | +6.6% |
| 3M | +7.6% | +8.0% | -0.4% | -5.1% |
| 6M | +16.2% | +17.0% | -0.8% | -10.9% |
| YTD | +50.8% | +21.3% | +29.5% | +9.1% |
| 1Y | +34.7% | +27.9% | +6.7% | -10.6% |
| 3Y | -1.0% | +70.1% | -71.1% | -58.9% |
| 5Y | +163.2% | +74.2% | +89.0% | +3.7% |
| All | +5.9% | +201.1% | -195.2% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling