+166.2%
EOG vs IAG
+820.9%
-654.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.5% | -1.1% | +2.6% | +1.6% |
| 30D | +2.9% | +12.1% | -9.2% | +1.9% |
| 3M | +8.7% | +25.5% | -16.8% | +6.2% |
| 6M | +12.9% | -7.1% | +20.0% | +12.9% |
| YTD | +43.8% | +22.9% | +21.0% | +38.3% |
| 1Y | +27.1% | +83.3% | -56.3% | +15.5% |
| 3Y | +25.9% | +808.5% | -782.6% | -14.0% |
| All | +166.2% | +820.9% | -654.7% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling