+118.9%
EOG vs IVZ
+65.9%
+53.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +1.5% | -2.4% | +3.9% | +2.4% |
| 30D | +2.9% | +3.0% | -0.1% | +1.6% |
| 3M | +8.7% | +14.9% | -6.1% | +2.0% |
| 6M | +12.9% | +36.7% | -23.8% | -2.3% |
| YTD | +43.8% | +25.7% | +18.2% | +27.5% |
| 1Y | +27.1% | +47.7% | -20.6% | +4.8% |
| 3Y | +25.9% | +138.8% | -112.9% | -19.8% |
| 5Y | +177.9% | +62.1% | +115.8% | +101.3% |
| All | +118.9% | +65.9% | +53.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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