+6.4%
OXY vs IYR
+69.7%
-63.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | +2.8% | -1.4% | +4.2% | +4.0% |
| 30D | +5.5% | -2.7% | +8.1% | +7.8% |
| 3M | +11.3% | -2.1% | +13.4% | +12.8% |
| 6M | +11.6% | +3.6% | +8.0% | +6.2% |
| YTD | +51.6% | +8.1% | +43.4% | +38.5% |
| 1Y | +36.2% | +4.7% | +31.5% | +28.2% |
| 3Y | +1.7% | +29.1% | -27.4% | -23.6% |
| 5Y | +164.5% | +6.9% | +157.5% | +133.5% |
| All | +6.4% | +69.7% | -63.3% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling