+1,013.4%
OXY vs IWD
+726.5%
+286.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.9% |
| 30D | +11.6% | +0.6% | +11.0% | +10.6% |
| 3M | +2.8% | +7.2% | -4.4% | -6.3% |
| 6M | +13.0% | +16.2% | -3.2% | -8.1% |
| YTD | +47.4% | +23.3% | +24.0% | +11.2% |
| 1Y | +31.5% | +29.6% | +1.9% | -6.9% |
| 3Y | -1.9% | +70.5% | -72.4% | -50.9% |
| 5Y | +148.0% | +73.5% | +74.5% | +22.3% |
| 10Y | +2.3% | +198.3% | -196.1% | -68.0% |
| All | +1,013.4% | +726.5% | +286.9% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling