+160.6%
OXY vs IWD
+73.8%
+86.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +8.5% | -0.8% | +9.3% | +9.2% |
| 3M | +6.0% | +8.0% | -2.0% | -2.6% |
| 6M | +13.0% | +18.2% | -5.2% | -6.7% |
| YTD | +48.9% | +22.3% | +26.5% | +18.1% |
| 1Y | +36.4% | +28.9% | +7.5% | +1.8% |
| 3Y | -2.3% | +71.5% | -73.8% | -47.7% |
| 5Y | +160.6% | +73.6% | +87.0% | +41.1% |
| All | +160.6% | +73.8% | +86.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling