+2,860.9%
EOG vs IJH
+1,054.0%
+1,806.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.8% |
| 7D | +1.5% | -1.9% | +3.4% | +3.3% |
| 30D | +2.9% | -4.6% | +7.6% | +7.6% |
| 3M | +8.7% | -1.2% | +9.9% | +9.1% |
| 6M | +12.9% | +9.4% | +3.5% | +0.9% |
| YTD | +43.8% | +13.3% | +30.5% | +23.6% |
| 1Y | +27.1% | +13.4% | +13.7% | +8.7% |
| 3Y | +25.9% | +50.4% | -24.5% | -21.3% |
| 5Y | +177.9% | +49.0% | +129.0% | +70.8% |
| 10Y | +119.7% | +182.6% | -62.9% | -26.9% |
| All | +2,860.9% | +1,054.0% | +1,806.9% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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