+7,608.4%
EOG vs IP
+364.8%
+7,243.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | +1.3% | -5.3% | +6.5% | +3.1% |
| 30D | +8.2% | -10.9% | +19.0% | +12.3% |
| 3M | +3.8% | +11.2% | -7.3% | -1.8% |
| 6M | +15.3% | -10.2% | +25.5% | +15.5% |
| YTD | +41.7% | -2.0% | +43.7% | +36.7% |
| 1Y | +23.6% | -19.1% | +42.6% | +26.8% |
| 3Y | +23.3% | +20.9% | +2.4% | +4.5% |
| 5Y | +170.4% | -17.8% | +188.2% | +161.2% |
| 10Y | +125.5% | +23.5% | +102.0% | +84.8% |
| All | +7,608.4% | +364.8% | +7,243.6% | +3,624.5% |
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