+2,428.8%
EOG vs IEF
+129.1%
+2,299.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -1.9% |
| 30D | +7.9% | -0.7% | +8.6% | +6.9% |
| 3M | +4.5% | -0.4% | +4.9% | +4.2% |
| 6M | +12.3% | -2.5% | +14.8% | +9.1% |
| YTD | +41.9% | -1.6% | +43.5% | +39.6% |
| 1Y | +27.8% | -1.3% | +29.2% | +26.4% |
| 3Y | +21.8% | +10.1% | +11.7% | +39.7% |
| 5Y | +174.0% | -8.3% | +182.3% | +137.1% |
| 10Y | +110.4% | +4.5% | +105.9% | +131.0% |
| All | +2,428.8% | +129.1% | +2,299.6% | +7,403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling