-2.1%
IGV vs OXY
+32.4%
-34.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.3% |
| 7D | -4.5% | +1.6% | -6.1% | -4.4% |
| 30D | +3.2% | +11.6% | -8.4% | +3.9% |
| 3M | +4.5% | +2.8% | +1.7% | +5.2% |
| 6M | +22.1% | +13.0% | +9.1% | +22.7% |
| YTD | -1.0% | +47.4% | -48.4% | -0.5% |
| 1Y | -2.1% | +31.5% | -33.6% | -0.9% |
| All | -2.1% | +32.4% | -34.5% | -0.9% |
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