+1,251.3%
OXY vs IP
+331.0%
+920.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -11.9% | -5.1% | -6.8% | -10.2% |
| 30D | -3.1% | +8.5% | -11.7% | -6.5% |
| 3M | +1.1% | -13.8% | +14.9% | +6.0% |
| 6M | +3.2% | +5.7% | -2.5% | -2.4% |
| YTD | +39.0% | -9.1% | +48.2% | +35.8% |
| 1Y | +42.7% | -0.8% | +43.5% | +34.1% |
| 3Y | -3.5% | +14.8% | -18.3% | -18.7% |
| 5Y | +81.3% | -11.5% | +92.9% | +67.5% |
| 10Y | +11.2% | +27.9% | -16.7% | -8.7% |
| All | +1,251.3% | +331.0% | +920.3% | +521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling