+163.2%
OXY vs IAG
+796.9%
-633.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +1.4% | -4.1% | +5.4% | +1.7% |
| 30D | +4.0% | +10.6% | -6.6% | +3.0% |
| 3M | +7.6% | +35.4% | -27.8% | +4.2% |
| 6M | +16.2% | -9.5% | +25.7% | +16.5% |
| YTD | +50.8% | +21.8% | +29.0% | +45.2% |
| 1Y | +34.7% | +84.1% | -49.4% | +22.6% |
| 3Y | -1.0% | +817.4% | -818.4% | -32.0% |
| 5Y | +163.2% | +830.1% | -666.9% | +67.9% |
| All | +163.2% | +796.9% | -633.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling