-2.3%
OXY vs IWD
+71.7%
-74.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +8.5% | -0.8% | +9.3% | +9.0% |
| 3M | +6.0% | +8.0% | -2.0% | -1.0% |
| 6M | +13.0% | +18.2% | -5.2% | -3.7% |
| YTD | +48.9% | +22.3% | +26.5% | +22.0% |
| 1Y | +36.4% | +28.9% | +7.5% | +5.4% |
| 3Y | -2.3% | +71.5% | -73.8% | -41.9% |
| All | -2.3% | +71.7% | -74.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling