+5.3%
OXY vs IBB
+122.2%
-116.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | -3.9% | +4.5% | +2.7% |
| 30D | +4.5% | +2.7% | +1.8% | +2.7% |
| 3M | +8.9% | +21.4% | -12.4% | -2.6% |
| 6M | +12.5% | +20.1% | -7.6% | 0.0% |
| YTD | +50.5% | +21.9% | +28.6% | +32.3% |
| 1Y | +38.6% | +44.1% | -5.5% | +9.9% |
| 3Y | -1.2% | +63.4% | -64.6% | -28.8% |
| 5Y | +161.6% | +19.8% | +141.9% | +126.4% |
| 10Y | +5.3% | +127.0% | -121.7% | -32.9% |
| All | +5.3% | +122.2% | -116.9% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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