+1.2%
OXY vs IWF
+75.5%
-74.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | +4.0% | -1.8% | +5.9% | +4.4% |
| 3M | +7.6% | +1.5% | +6.2% | +6.8% |
| 6M | +16.2% | +7.7% | +8.5% | +12.7% |
| YTD | +50.8% | +2.7% | +48.1% | +49.1% |
| 1Y | +34.7% | +6.8% | +27.9% | +30.4% |
| All | +1.2% | +75.5% | -74.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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