+1,015.6%
OXY vs IYR
+699.9%
+315.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +8.5% | -2.5% | +11.0% | +10.1% |
| 3M | +6.0% | +1.5% | +4.5% | +4.6% |
| 6M | +13.0% | +3.9% | +9.1% | +8.9% |
| YTD | +48.9% | +9.5% | +39.3% | +38.6% |
| 1Y | +36.4% | +7.5% | +29.0% | +28.6% |
| 3Y | -2.3% | +30.8% | -33.1% | -20.0% |
| 5Y | +160.6% | +4.8% | +155.8% | +143.0% |
| 10Y | +2.0% | +64.3% | -62.4% | -23.3% |
| All | +1,015.6% | +699.9% | +315.7% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling