+147.9%
OXY vs IWF
+73.7%
+74.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.8% | -0.9% | +3.8% | +3.2% |
| 30D | +5.5% | -1.7% | +7.2% | +6.1% |
| 3M | +11.3% | +0.7% | +10.6% | +10.5% |
| 6M | +11.6% | +8.6% | +3.0% | +6.5% |
| YTD | +51.6% | +3.5% | +48.0% | +47.8% |
| 1Y | +36.2% | +7.0% | +29.2% | +30.2% |
| 3Y | +1.7% | +76.3% | -74.6% | -26.0% |
| All | +147.9% | +73.7% | +74.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling