+44.2%
EOG vs IP
+2.3%
+41.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.0% |
| 7D | -8.6% | +3.4% | -12.0% | -8.2% |
| 30D | +2.8% | +11.2% | -8.5% | +4.3% |
| 3M | +3.2% | -14.8% | +17.9% | +1.5% |
| 6M | +5.3% | +17.3% | -12.0% | +6.8% |
| YTD | +44.5% | -6.2% | +50.7% | +46.2% |
| 1Y | +44.2% | +2.3% | +41.8% | +43.1% |
| All | +44.2% | +2.3% | +41.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling