+5.7%
OXY vs IWD
+202.0%
-196.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +2.4% |
| 30D | +4.5% | -1.6% | +6.2% | +6.9% |
| 3M | +8.9% | +7.0% | +1.9% | -2.6% |
| 6M | +12.5% | +17.0% | -4.5% | -13.8% |
| YTD | +50.5% | +21.6% | +28.8% | +8.4% |
| 1Y | +38.6% | +28.0% | +10.6% | -8.1% |
| 3Y | -1.2% | +70.6% | -71.8% | -59.2% |
| 5Y | +161.6% | +73.3% | +88.3% | +4.0% |
| All | +5.7% | +202.0% | -196.3% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling