+2,853.9%
EOG vs IJR
+1,130.2%
+1,723.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | +3.4% | -3.6% | +7.0% | +6.6% |
| 3M | +7.8% | +2.3% | +5.5% | +4.8% |
| 6M | +13.4% | +14.3% | -1.0% | -1.3% |
| YTD | +43.5% | +19.3% | +24.2% | +19.8% |
| 1Y | +29.7% | +22.6% | +7.1% | +5.0% |
| 3Y | +23.2% | +53.5% | -30.4% | -21.6% |
| 5Y | +176.4% | +39.9% | +136.5% | +88.1% |
| 10Y | +119.1% | +172.1% | -52.9% | -15.0% |
| All | +2,853.9% | +1,130.2% | +1,723.6% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling