+1,039.4%
OXY vs IJR
+1,119.4%
-80.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | +1.4% | -2.3% | +3.7% | +3.6% |
| 30D | +4.0% | -4.7% | +8.7% | +8.6% |
| 3M | +7.6% | +2.1% | +5.5% | +4.5% |
| 6M | +16.2% | +13.9% | +2.3% | +0.3% |
| YTD | +50.8% | +18.2% | +32.6% | +25.2% |
| 1Y | +34.7% | +21.8% | +12.9% | +8.1% |
| 3Y | -1.0% | +52.2% | -53.2% | -37.8% |
| 5Y | +163.2% | +40.1% | +123.1% | +76.6% |
| 10Y | +5.5% | +169.7% | -164.1% | -54.9% |
| All | +1,039.4% | +1,119.4% | -80.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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