+176.4%
EOG vs IBN
+54.0%
+122.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -1.3% | -5.1% | +3.8% | -0.6% |
| 30D | +3.4% | -3.5% | +6.9% | +3.8% |
| 3M | +7.8% | +11.3% | -3.5% | +5.9% |
| 6M | +13.4% | +4.4% | +8.9% | +12.4% |
| YTD | +43.5% | -1.8% | +45.3% | +43.7% |
| 1Y | +29.7% | -8.0% | +37.7% | +31.6% |
| 3Y | +23.2% | +27.1% | -3.9% | +13.3% |
| 5Y | +176.4% | +54.5% | +121.9% | +145.3% |
| All | +176.4% | +54.0% | +122.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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