+21.2%
IGV vs OXY
+157.9%
-136.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.4% | +1.4% | -6.7% | -5.6% |
| 30D | -2.6% | +4.0% | -6.6% | -3.2% |
| 3M | +10.5% | +7.6% | +2.9% | +9.2% |
| 6M | +18.2% | +16.2% | +2.0% | +14.8% |
| YTD | -4.2% | +50.8% | -55.1% | -11.2% |
| 1Y | -9.8% | +34.7% | -44.5% | -14.9% |
| 3Y | +39.1% | -1.0% | +40.1% | +35.4% |
| 5Y | +21.2% | +163.2% | -142.0% | +6.8% |
| All | +21.2% | +157.9% | -136.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling