+90.4%
OXY vs IWD
+73.3%
+17.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -5.8% | +1.6% | -7.4% | -7.4% |
| 30D | -5.3% | +3.6% | -8.9% | -8.8% |
| 3M | -2.5% | +2.0% | -4.6% | -4.8% |
| 6M | +8.3% | +13.1% | -4.8% | -5.0% |
| YTD | +40.3% | +26.2% | +14.1% | +8.5% |
| 1Y | +38.8% | +29.6% | +9.3% | +4.1% |
| 3Y | -1.4% | +84.3% | -85.7% | -50.3% |
| All | +90.4% | +73.3% | +17.1% | +6.0% |
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