+953.6%
IGV vs OXY
+814.7%
+138.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | 0.0% | +8.5% | -8.5% | -2.0% |
| 3M | +7.3% | +6.0% | +1.3% | +5.3% |
| 6M | +16.7% | +13.0% | +3.7% | +12.1% |
| YTD | -2.8% | +48.9% | -51.7% | -13.2% |
| 1Y | -6.7% | +36.4% | -43.1% | -15.1% |
| 3Y | +41.1% | -2.3% | +43.4% | +36.8% |
| 5Y | +22.0% | +160.6% | -138.6% | -12.1% |
| 10Y | +357.9% | +2.0% | +356.0% | +258.2% |
| All | +953.6% | +814.7% | +138.9% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling