+131.6%
OXY vs IOT
+54.1%
+77.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +2.8% | -4.5% | +7.4% | +3.1% |
| 30D | +5.5% | -2.4% | +7.9% | +5.5% |
| 3M | +11.3% | +19.0% | -7.7% | +9.6% |
| 6M | +11.6% | +19.6% | -8.0% | +9.6% |
| YTD | +51.6% | +8.3% | +43.3% | +49.3% |
| 1Y | +36.2% | -0.8% | +37.0% | +34.8% |
| 3Y | +1.7% | +24.4% | -22.7% | -2.8% |
| All | +131.6% | +54.1% | +77.4% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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