+176.4%
EOG vs IRM
+190.5%
-14.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +3.0% | -4.3% | -2.0% |
| 30D | +3.4% | -5.2% | +8.6% | +4.5% |
| 3M | +7.8% | -8.0% | +15.9% | +9.4% |
| 6M | +13.4% | +9.2% | +4.2% | +9.5% |
| YTD | +43.5% | +41.0% | +2.5% | +28.7% |
| 1Y | +29.7% | +23.3% | +6.4% | +20.2% |
| 3Y | +23.2% | +102.8% | -79.7% | -8.8% |
| 5Y | +176.4% | +192.8% | -16.4% | +96.6% |
| All | +176.4% | +190.5% | -14.1% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling