+7,705.0%
EOG vs ITW
+9,371.1%
-1,666.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -0.4% |
| 30D | +3.4% | -10.4% | +13.7% | +8.8% |
| 3M | +7.8% | +3.5% | +4.3% | +5.2% |
| 6M | +13.4% | -3.4% | +16.7% | +13.6% |
| YTD | +43.5% | +8.5% | +35.0% | +35.6% |
| 1Y | +29.7% | +3.2% | +26.4% | +25.3% |
| 3Y | +23.2% | +18.9% | +4.3% | +10.4% |
| 5Y | +176.4% | +35.0% | +141.4% | +129.5% |
| 10Y | +119.1% | +188.6% | -69.5% | +28.7% |
| All | +7,705.0% | +9,371.1% | -1,666.1% | +2,044.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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