+2,374.2%
EOG vs IAG
+303.8%
+2,070.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.6% |
| 7D | +7.6% | -7.7% | +15.3% | +8.7% |
| 30D | +3.4% | +1.6% | +1.8% | +2.6% |
| 3M | +12.7% | -2.4% | +15.1% | +12.1% |
| 6M | +19.0% | -7.8% | +26.8% | +18.0% |
| YTD | +55.6% | +5.0% | +50.5% | +48.6% |
| 1Y | +49.5% | +25.7% | +23.9% | +38.7% |
| 3Y | +43.2% | +694.5% | -651.3% | -5.9% |
| 5Y | +111.8% | +421.7% | -309.8% | +41.2% |
| 10Y | +140.4% | +382.5% | -242.1% | +42.7% |
| All | +2,374.2% | +303.8% | +2,070.4% | +1,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling