+27.1%
EOG vs IAG
+86.2%
-59.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | 0.0% |
| 7D | +1.5% | -1.1% | +2.6% | +1.4% |
| 30D | +2.9% | +12.1% | -9.2% | +4.0% |
| 3M | +8.7% | +25.5% | -16.8% | +11.6% |
| 6M | +12.9% | -7.1% | +20.0% | +16.0% |
| YTD | +43.8% | +22.9% | +21.0% | +47.3% |
| 1Y | +27.1% | +83.3% | -56.3% | +36.5% |
| All | +27.1% | +86.2% | -59.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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