+45.9%
OXY vs IYR
+12.4%
+33.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.3% | -3.9% |
| 7D | -8.8% | +6.9% | -15.7% | -6.5% |
| 30D | -1.7% | +10.2% | -11.9% | +1.9% |
| 3M | +4.5% | -0.3% | +4.9% | +4.5% |
| 6M | -4.0% | +3.6% | -7.6% | -2.4% |
| YTD | +41.4% | +12.5% | +28.9% | +35.7% |
| 1Y | +45.9% | +12.4% | +33.4% | +40.2% |
| All | +45.9% | +12.4% | +33.5% | +40.2% |
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