+17.3%
OXY vs IP
+20.8%
-3.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | -4.3% | +7.9% | -12.3% | -8.2% |
| 3M | +2.3% | -15.3% | +17.6% | +9.3% |
| 6M | +5.5% | +10.5% | -5.0% | -4.4% |
| YTD | +44.9% | -9.4% | +54.3% | +39.9% |
| 1Y | +42.6% | -4.6% | +47.2% | +33.1% |
| 3Y | +0.7% | +21.2% | -20.5% | -28.5% |
| 5Y | +96.9% | -13.3% | +110.2% | +71.7% |
| All | +17.3% | +20.8% | -3.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling