+34.4%
OXY vs IWD
+28.1%
+6.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.3% |
| 30D | +4.5% | -1.6% | +6.2% | +4.0% |
| 3M | +8.9% | +7.0% | +1.9% | +10.6% |
| 6M | +12.5% | +17.0% | -4.5% | +15.2% |
| YTD | +50.5% | +21.6% | +28.8% | +48.5% |
| All | +34.4% | +28.1% | +6.3% | +28.2% |
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