+171.7%
EOG vs IP
-17.2%
+188.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +1.3% | -5.3% | +6.5% | +2.2% |
| 30D | +8.2% | -10.9% | +19.0% | +10.1% |
| 3M | +3.8% | +11.2% | -7.3% | +0.7% |
| 6M | +15.3% | -10.2% | +25.5% | +17.1% |
| YTD | +41.7% | -2.0% | +43.7% | +39.9% |
| 1Y | +23.6% | -19.1% | +42.6% | +28.0% |
| 3Y | +23.3% | +20.9% | +2.4% | +7.6% |
| All | +171.7% | -17.2% | +188.9% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling