+15.7%
OXY vs IWD
+205.2%
-189.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -0.6% | +0.4% | +0.5% |
| 30D | -6.4% | +3.6% | -10.0% | -11.7% |
| 3M | -2.6% | +2.7% | -5.3% | -7.2% |
| 6M | +4.8% | +13.2% | -8.4% | -14.7% |
| YTD | +41.2% | +26.8% | +14.4% | -5.1% |
| 1Y | +39.5% | +29.3% | +10.2% | -9.2% |
| 3Y | -0.8% | +85.1% | -86.0% | -64.3% |
| 5Y | +91.6% | +74.2% | +17.4% | -24.5% |
| 10Y | +15.7% | +204.6% | -188.9% | -73.7% |
| All | +15.7% | +205.2% | -189.5% | -73.7% |
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