+6.4%
OXY vs IFF
-20.3%
+26.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.8% | -3.2% | +6.0% | +4.0% |
| 30D | +5.5% | -0.3% | +5.7% | +5.4% |
| 3M | +11.3% | +8.4% | +2.9% | +6.9% |
| 6M | +11.6% | +23.0% | -11.4% | -0.9% |
| YTD | +51.6% | +25.5% | +26.1% | +32.5% |
| 1Y | +36.2% | +29.1% | +7.1% | +17.0% |
| 3Y | +1.7% | +31.7% | -29.9% | -17.3% |
| 5Y | +164.5% | -35.2% | +199.7% | +191.1% |
| All | +6.4% | -20.3% | +26.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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