+1,024.8%
OXY vs IWF
+724.4%
+300.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.7% |
| 30D | +8.5% | -1.3% | +9.7% | +9.4% |
| 3M | +6.0% | +0.1% | +5.9% | +4.5% |
| 6M | +13.0% | +10.3% | +2.7% | +1.2% |
| YTD | +48.9% | +4.2% | +44.7% | +39.4% |
| 1Y | +36.4% | +9.3% | +27.1% | +21.8% |
| 3Y | -2.3% | +79.3% | -81.6% | -45.5% |
| 5Y | +160.6% | +73.8% | +86.9% | +43.8% |
| 10Y | +2.0% | +410.9% | -408.9% | -78.0% |
| All | +1,024.8% | +724.4% | +300.3% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling