+115.6%
EOG vs IBN
+73.5%
+42.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +7.6% | +1.9% | +5.7% | +7.4% |
| 30D | +3.4% | +22.1% | -18.7% | +1.0% |
| 3M | +12.7% | +17.1% | -4.4% | +10.6% |
| 6M | +19.0% | +35.5% | -16.5% | +14.2% |
| YTD | +55.6% | +16.8% | +38.8% | +52.7% |
| 1Y | +49.5% | +12.4% | +37.1% | +48.1% |
| 3Y | +43.2% | +58.0% | -14.9% | +27.3% |
| All | +115.6% | +73.5% | +42.1% | +89.9% |
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