+1,365.9%
OXY vs IFF
+830.6%
+535.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +4.0% | -1.1% | +5.1% | +4.3% |
| 3M | +7.6% | +13.8% | -6.2% | +0.7% |
| 6M | +16.2% | +16.7% | -0.5% | +4.3% |
| YTD | +50.8% | +26.1% | +24.7% | +30.2% |
| 1Y | +34.7% | +33.5% | +1.2% | +12.8% |
| 3Y | -1.0% | +31.6% | -32.6% | -19.3% |
| 5Y | +163.2% | -34.9% | +198.1% | +177.7% |
| 10Y | +5.5% | -20.3% | +25.8% | +1.8% |
| All | +1,365.9% | +830.6% | +535.3% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling