+0.8%
OXY vs IAG
+796.9%
-796.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +0.9% | -4.1% | +5.0% | +1.0% |
| 30D | +3.6% | +10.6% | -7.1% | +3.2% |
| 3M | +7.1% | +35.4% | -28.3% | +6.0% |
| 6M | +15.7% | -9.5% | +25.2% | +16.7% |
| YTD | +50.1% | +21.8% | +28.3% | +47.9% |
| 1Y | +34.1% | +84.1% | -50.1% | +27.8% |
| All | +0.8% | +796.9% | -796.1% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling