+31.5%
OXY vs IYR
+8.4%
+23.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.3% |
| 30D | +11.6% | -2.9% | +14.4% | +11.0% |
| 3M | +2.8% | +0.8% | +2.0% | +2.9% |
| 6M | +13.0% | +1.9% | +11.2% | +15.4% |
| YTD | +47.4% | +9.6% | +37.8% | +40.7% |
| 1Y | +31.5% | +8.1% | +23.4% | +26.1% |
| All | +31.5% | +8.4% | +23.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling