+178.1%
EOG vs IEF
-9.3%
+187.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -0.1% |
| 7D | +1.0% | -1.2% | +2.2% | +0.3% |
| 30D | +2.8% | -1.5% | +4.3% | +2.0% |
| 3M | +5.9% | -1.7% | +7.6% | +5.0% |
| 6M | +17.1% | -3.5% | +20.6% | +15.1% |
| YTD | +43.9% | -2.6% | +46.6% | +42.2% |
| 1Y | +26.9% | -2.4% | +29.3% | +25.5% |
| 3Y | +23.6% | +8.9% | +14.6% | +28.1% |
| 5Y | +178.1% | -9.2% | +187.4% | +152.7% |
| All | +178.1% | -9.3% | +187.5% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling