+118.9%
EOG vs IFF
-20.3%
+139.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.4% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | +8.7% | +8.4% | +0.3% | +5.2% |
| 6M | +12.9% | +23.0% | -10.1% | +2.9% |
| YTD | +43.8% | +25.5% | +18.4% | +29.4% |
| 1Y | +27.1% | +29.1% | -2.0% | +12.8% |
| 3Y | +25.9% | +31.7% | -5.8% | +6.4% |
| 5Y | +177.9% | -35.2% | +213.1% | +202.4% |
| All | +118.9% | -20.3% | +139.1% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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