+178.1%
EOG vs IVZ
+57.9%
+120.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | +2.8% | +2.5% | +0.3% | +2.2% |
| 3M | +5.9% | +17.1% | -11.2% | +1.6% |
| 6M | +17.1% | +35.1% | -18.1% | +7.6% |
| YTD | +43.9% | +24.3% | +19.6% | +34.4% |
| 1Y | +26.9% | +48.7% | -21.8% | +12.2% |
| 3Y | +23.6% | +135.6% | -112.1% | -8.4% |
| 5Y | +178.1% | +60.3% | +117.8% | +130.8% |
| All | +178.1% | +57.9% | +120.2% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling