+119.1%
EOG vs IWD
+195.0%
-75.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | -1.3% | -1.2% | -0.1% | +0.1% |
| 30D | +3.4% | -1.6% | +5.0% | +5.3% |
| 3M | +7.8% | +7.0% | +0.8% | -1.6% |
| 6M | +13.4% | +17.0% | -3.6% | -8.4% |
| YTD | +43.5% | +21.6% | +21.9% | +10.0% |
| 1Y | +29.7% | +28.0% | +1.7% | -7.1% |
| 3Y | +23.2% | +70.6% | -47.4% | -40.1% |
| 5Y | +176.4% | +73.3% | +103.1% | +31.0% |
| 10Y | +119.1% | +200.5% | -81.4% | -42.6% |
| All | +119.1% | +195.0% | -75.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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