+6.4%
OXY vs IEFA
+148.3%
-141.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.7% |
| 7D | +2.8% | -1.6% | +4.4% | +4.7% |
| 30D | +5.5% | -1.5% | +6.9% | +7.1% |
| 3M | +11.3% | +3.4% | +7.9% | +6.0% |
| 6M | +11.6% | +9.5% | +2.1% | -4.0% |
| YTD | +51.6% | +13.0% | +38.5% | +24.4% |
| 1Y | +36.2% | +18.0% | +18.2% | +5.4% |
| 3Y | +1.7% | +65.4% | -63.6% | -51.7% |
| 5Y | +164.5% | +51.6% | +112.9% | +41.4% |
| All | +6.4% | +148.3% | -141.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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