+15.7%
OXY vs IBB
+133.2%
-117.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | -6.4% | +6.8% | -13.2% | -9.9% |
| 3M | -2.6% | +9.2% | -11.9% | -8.2% |
| 6M | +4.8% | +28.3% | -23.6% | -10.4% |
| YTD | +41.2% | +29.4% | +11.8% | +18.8% |
| 1Y | +39.5% | +33.2% | +6.3% | +15.1% |
| 3Y | -0.8% | +90.2% | -91.0% | -36.0% |
| 5Y | +91.6% | +44.0% | +47.6% | +45.0% |
| 10Y | +15.7% | +133.1% | -117.4% | -31.4% |
| All | +15.7% | +133.2% | -117.4% | -31.4% |
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