+147.9%
OXY vs IJH
+48.0%
+100.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +2.8% | -1.9% | +4.7% | +4.1% |
| 30D | +5.5% | -4.6% | +10.1% | +8.6% |
| 3M | +11.3% | -1.2% | +12.5% | +11.6% |
| 6M | +11.6% | +9.4% | +2.2% | +2.8% |
| YTD | +51.6% | +13.3% | +38.2% | +35.5% |
| 1Y | +36.2% | +13.4% | +22.8% | +21.6% |
| 3Y | +1.7% | +50.4% | -48.7% | -28.3% |
| All | +147.9% | +48.0% | +100.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling