+30.7%
IEMG vs OXY
+37.2%
-6.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.3% |
| 7D | -1.3% | +2.8% | -4.1% | -0.9% |
| 30D | +1.9% | +5.5% | -3.5% | +2.7% |
| 3M | +1.4% | +11.3% | -9.9% | +3.4% |
| 6M | +15.2% | +11.6% | +3.6% | +15.9% |
| YTD | +23.8% | +51.6% | -27.7% | +20.5% |
| 1Y | +30.7% | +36.2% | -5.6% | +29.0% |
| All | +30.7% | +37.2% | -6.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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