+613.4%
OXY vs IAG
+368.9%
+244.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | -0.5% | +4.3% | -4.7% | -1.1% |
| 30D | +8.5% | +9.8% | -1.3% | +6.7% |
| 3M | +6.0% | +28.9% | -22.9% | +1.0% |
| 6M | +13.0% | -7.6% | +20.6% | +11.8% |
| YTD | +48.9% | +22.0% | +26.9% | +39.9% |
| 1Y | +36.4% | +99.5% | -63.1% | +17.5% |
| 3Y | -2.3% | +818.3% | -820.6% | -38.0% |
| 5Y | +160.6% | +785.9% | -625.3% | +57.4% |
| 10Y | +2.0% | +381.1% | -379.1% | -39.6% |
| All | +613.4% | +368.9% | +244.5% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling