+42.6%
OXY vs IP
-5.8%
+48.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.9% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | -4.3% | +7.9% | -12.3% | -2.6% |
| 3M | +2.3% | -15.3% | +17.6% | -0.7% |
| 6M | +5.5% | +10.5% | -5.0% | +8.2% |
| YTD | +44.9% | -9.4% | +54.3% | +43.8% |
| 1Y | +42.6% | -4.6% | +47.2% | +39.5% |
| All | +42.6% | -5.8% | +48.4% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling