+54.1%
EOG vs IRE
-98.1%
+152.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.1% | +1.5% |
| 7D | +7.6% | -31.8% | +39.4% | +7.0% |
| 30D | +3.4% | -71.8% | +75.1% | +1.5% |
| 3M | +12.7% | -88.9% | +101.6% | +9.1% |
| 6M | +19.0% | -95.4% | +114.4% | +15.2% |
| YTD | +55.6% | -94.2% | +149.8% | +50.7% |
| 1Y | +49.5% | -97.1% | +146.6% | +45.2% |
| All | +54.1% | -98.1% | +152.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling