+6.4%
OXY vs IRM
+440.8%
-434.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | +2.8% | -1.4% | +4.3% | +3.4% |
| 30D | +5.5% | -7.4% | +12.8% | +8.7% |
| 3M | +11.3% | -7.4% | +18.7% | +14.0% |
| 6M | +11.6% | +8.7% | +2.9% | +4.7% |
| YTD | +51.6% | +40.9% | +10.6% | +24.6% |
| 1Y | +36.2% | +20.5% | +15.7% | +19.8% |
| 3Y | +1.7% | +101.7% | -100.0% | -36.5% |
| 5Y | +164.5% | +197.7% | -33.2% | +25.2% |
| All | +6.4% | +440.8% | -434.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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