+94.0%
EOG vs IP
-9.5%
+103.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.4% |
| 7D | -6.0% | -3.0% | -3.0% | -5.6% |
| 30D | +0.9% | +10.6% | -9.8% | -0.8% |
| 3M | +10.9% | -13.6% | +24.5% | +13.2% |
| 6M | +15.8% | +10.4% | +5.4% | +12.0% |
| YTD | +45.8% | -6.5% | +52.3% | +44.9% |
| 1Y | +45.3% | -2.1% | +47.4% | +42.4% |
| 3Y | +36.2% | +22.0% | +14.2% | +17.5% |
| 5Y | +94.0% | -9.7% | +103.7% | +84.2% |
| All | +94.0% | -9.5% | +103.5% | +84.2% |
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