+111.1%
EOG vs IOT
+61.2%
+49.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.0% | +2.8% | -4.8% | -2.2% |
| 30D | +7.9% | -1.8% | +9.7% | +7.9% |
| 3M | +4.5% | +17.9% | -13.4% | +3.2% |
| 6M | +12.3% | +13.5% | -1.2% | +10.9% |
| YTD | +41.9% | +13.3% | +28.6% | +39.6% |
| 1Y | +27.8% | -3.3% | +31.2% | +26.9% |
| 3Y | +21.8% | +31.3% | -9.5% | +16.6% |
| All | +111.1% | +61.2% | +49.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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