+6.4%
OXY vs IAG
+427.6%
-421.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +5.5% | +12.1% | -6.7% | +4.3% |
| 3M | +11.3% | +25.5% | -14.2% | +8.5% |
| 6M | +11.6% | -7.1% | +18.7% | +11.2% |
| YTD | +51.6% | +22.9% | +28.7% | +45.9% |
| 1Y | +36.2% | +83.3% | -47.1% | +25.0% |
| 3Y | +1.7% | +808.5% | -806.8% | -25.0% |
| 5Y | +164.5% | +838.0% | -673.5% | +87.7% |
| All | +6.4% | +427.6% | -421.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling