+39.5%
OXY vs IWD
+30.1%
+9.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.8% |
| 7D | -0.2% | -0.6% | +0.4% | -0.4% |
| 30D | -6.4% | +3.6% | -10.0% | -4.4% |
| 3M | -2.6% | +2.7% | -5.3% | -1.1% |
| 6M | +4.8% | +13.2% | -8.4% | +12.2% |
| YTD | +41.2% | +26.8% | +14.4% | +52.0% |
| 1Y | +39.5% | +29.3% | +10.2% | +48.6% |
| All | +39.5% | +30.1% | +9.4% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling