+1,045.0%
OXY vs IJH
+1,054.0%
-9.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | +2.8% | -1.9% | +4.7% | +4.8% |
| 30D | +5.5% | -4.6% | +10.1% | +10.5% |
| 3M | +11.3% | -1.2% | +12.5% | +11.7% |
| 6M | +11.6% | +9.4% | +2.2% | -1.2% |
| YTD | +51.6% | +13.3% | +38.2% | +28.9% |
| 1Y | +36.2% | +13.4% | +22.8% | +15.4% |
| 3Y | +1.7% | +50.4% | -48.7% | -37.5% |
| 5Y | +164.5% | +49.0% | +115.5% | +60.6% |
| 10Y | +6.1% | +182.6% | -176.5% | -61.2% |
| All | +1,045.0% | +1,054.0% | -9.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling