+1.7%
OXY vs IEFA
+65.7%
-64.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | +5.5% | -1.5% | +6.9% | +5.8% |
| 3M | +11.3% | +3.4% | +7.9% | +9.9% |
| 6M | +11.6% | +9.5% | +2.1% | +6.8% |
| YTD | +51.6% | +13.0% | +38.5% | +41.4% |
| 1Y | +36.2% | +18.0% | +18.2% | +23.2% |
| 3Y | +1.7% | +65.4% | -63.6% | -25.9% |
| All | +1.7% | +65.7% | -64.0% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling