+129.9%
OXY vs IOT
+55.2%
+74.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.3% |
| 7D | +0.6% | +5.1% | -4.4% | +0.3% |
| 30D | +4.5% | -3.0% | +7.6% | +4.6% |
| 3M | +8.9% | +15.0% | -6.1% | +7.5% |
| 6M | +12.5% | +13.1% | -0.7% | +10.9% |
| YTD | +50.5% | +9.0% | +41.4% | +48.2% |
| 1Y | +38.6% | +0.1% | +38.5% | +37.1% |
| 3Y | -1.2% | +26.4% | -27.7% | -5.7% |
| All | +129.9% | +55.2% | +74.7% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling