+7,644.2%
EOG vs IP
+327.4%
+7,316.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.1% |
| 7D | -10.7% | -5.0% | -5.7% | -9.2% |
| 30D | +1.1% | +6.5% | -5.4% | -1.4% |
| 3M | +8.7% | -18.0% | +26.7% | +15.5% |
| 6M | +4.4% | +10.3% | -6.0% | -2.2% |
| YTD | +42.4% | -9.9% | +52.3% | +40.6% |
| 1Y | +42.1% | -1.1% | +43.2% | +35.3% |
| 3Y | +25.8% | +13.0% | +12.8% | +8.6% |
| 5Y | +93.3% | -12.3% | +105.6% | +80.7% |
| 10Y | +119.1% | +26.8% | +92.2% | +77.1% |
| All | +7,644.2% | +327.4% | +7,316.8% | +3,731.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling