+118.9%
EOG vs IEF
+3.8%
+115.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.3% |
| 7D | +1.5% | -1.3% | +2.8% | -0.2% |
| 30D | +2.9% | -1.7% | +4.7% | +0.8% |
| 3M | +8.7% | -2.5% | +11.3% | +5.7% |
| 6M | +12.9% | -3.3% | +16.2% | +9.0% |
| YTD | +43.8% | -2.8% | +46.6% | +39.7% |
| 1Y | +27.1% | -2.7% | +29.8% | +23.6% |
| 3Y | +25.9% | +8.9% | +17.0% | +40.4% |
| 5Y | +177.9% | -9.4% | +187.4% | +109.1% |
| All | +118.9% | +3.8% | +115.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling