+25.6%
EOG vs IAG
+817.0%
-791.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +3.4% | +11.4% | -8.1% | +3.2% |
| 3M | +7.8% | +33.0% | -25.2% | +7.3% |
| 6M | +13.4% | -6.0% | +19.3% | +14.3% |
| YTD | +43.5% | +24.6% | +18.9% | +41.7% |
| 1Y | +29.7% | +105.0% | -75.3% | +23.3% |
| All | +25.6% | +817.0% | -791.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling