+6.4%
OXY vs IEF
+3.8%
+2.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.2% |
| 7D | +2.8% | -1.3% | +4.2% | +1.1% |
| 30D | +5.5% | -1.7% | +7.2% | +3.1% |
| 3M | +11.3% | -2.5% | +13.8% | +8.0% |
| 6M | +11.6% | -3.3% | +14.9% | +7.7% |
| YTD | +51.6% | -2.8% | +54.4% | +47.2% |
| 1Y | +36.2% | -2.7% | +38.9% | +32.5% |
| 3Y | +1.7% | +8.9% | -7.2% | +14.0% |
| 5Y | +164.5% | -9.4% | +173.9% | +91.3% |
| All | +6.4% | +3.8% | +2.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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