+316.6%
EOG vs IOVA
-91.6%
+408.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +1.3% | +9.7% | -8.5% | +1.1% |
| 30D | +8.2% | +102.5% | -94.4% | +6.2% |
| 3M | +3.8% | +100.7% | -96.9% | +1.9% |
| 6M | +15.3% | +106.3% | -91.0% | +12.8% |
| YTD | +41.7% | +222.0% | -180.3% | +36.9% |
| 1Y | +23.6% | +299.5% | -276.0% | +18.4% |
| 3Y | +23.3% | +42.9% | -19.6% | +18.4% |
| 5Y | +170.4% | -65.0% | +235.4% | +163.6% |
| 10Y | +125.5% | +10.3% | +115.2% | +113.5% |
| All | +316.6% | -91.6% | +408.2% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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