+1.2%
OXY vs IYR
+28.0%
-26.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +2.4% |
| 30D | +4.0% | -2.5% | +6.6% | +4.9% |
| 3M | +7.6% | -3.0% | +10.6% | +8.5% |
| 6M | +16.2% | +1.6% | +14.6% | +14.3% |
| YTD | +50.8% | +7.3% | +43.5% | +44.0% |
| 1Y | +34.7% | +5.6% | +29.1% | +29.7% |
| All | +1.2% | +28.0% | -26.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling