+137.1%
EOG vs IRM
+520.0%
-382.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | +6.8% | +0.8% | +5.2% |
| 30D | +3.4% | +2.6% | +0.8% | +2.0% |
| 3M | +12.7% | -9.5% | +22.2% | +15.7% |
| 6M | +19.0% | -8.5% | +27.5% | +20.8% |
| YTD | +55.6% | +40.3% | +15.3% | +32.7% |
| 1Y | +49.5% | +28.7% | +20.9% | +31.6% |
| 3Y | +43.2% | +111.8% | -68.7% | -4.1% |
| 5Y | +111.8% | +189.1% | -77.3% | +19.5% |
| All | +137.1% | +520.0% | -382.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling