+1,250.8%
OXY vs IP
+327.4%
+923.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.2% |
| 7D | -10.6% | -5.0% | -5.6% | -8.9% |
| 30D | -3.4% | +6.5% | -9.9% | -6.1% |
| 3M | +5.2% | -18.0% | +23.3% | +12.5% |
| 6M | -4.1% | +10.3% | -14.5% | -11.1% |
| YTD | +39.0% | -9.9% | +48.9% | +36.2% |
| 1Y | +44.6% | -1.1% | +45.7% | +36.0% |
| 3Y | -5.5% | +13.0% | -18.5% | -19.8% |
| 5Y | +81.3% | -12.3% | +93.5% | +68.0% |
| 10Y | +11.2% | +26.8% | -15.7% | -8.4% |
| All | +1,250.8% | +327.4% | +923.5% | +523.4% |
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