+6.4%
OXY vs IBN
+324.2%
-317.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | +2.8% | -3.0% | +5.8% | +4.0% |
| 30D | +5.5% | -1.5% | +7.0% | +6.0% |
| 3M | +11.3% | +7.9% | +3.4% | +7.4% |
| 6M | +11.6% | +8.6% | +3.0% | +6.3% |
| YTD | +51.6% | -0.6% | +52.1% | +49.1% |
| 1Y | +36.2% | -7.3% | +43.5% | +37.8% |
| 3Y | +1.7% | +26.2% | -24.5% | -12.9% |
| 5Y | +164.5% | +57.8% | +106.6% | +97.9% |
| All | +6.4% | +324.2% | -317.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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