+25.9%
EOG vs IJR
+52.1%
-26.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.5% | -2.2% | +3.7% | +2.3% |
| 30D | +2.9% | -4.6% | +7.5% | +4.7% |
| 3M | +8.7% | +0.2% | +8.5% | +8.2% |
| 6M | +12.9% | +14.7% | -1.8% | +5.3% |
| YTD | +43.8% | +18.9% | +25.0% | +31.3% |
| 1Y | +27.1% | +19.9% | +7.1% | +15.2% |
| 3Y | +25.9% | +53.0% | -27.1% | +1.7% |
| All | +25.9% | +52.1% | -26.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling