+76.7%
OXY vs IP
-12.0%
+88.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -11.9% | -5.1% | -6.8% | -11.2% |
| 30D | -3.1% | +8.5% | -11.7% | -4.6% |
| 3M | +1.1% | -13.8% | +14.9% | +3.3% |
| 6M | +3.2% | +5.7% | -2.5% | +0.2% |
| YTD | +39.0% | -9.1% | +48.2% | +38.1% |
| 1Y | +42.7% | -0.8% | +43.5% | +37.5% |
| 3Y | -3.5% | +14.8% | -18.3% | -14.7% |
| All | +76.7% | -12.0% | +88.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling