+118.9%
EOG vs IWF
+422.7%
-303.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.5% | -0.9% | +2.4% | +2.0% |
| 30D | +2.9% | -1.7% | +4.7% | +3.9% |
| 3M | +8.7% | +0.7% | +8.1% | +7.4% |
| 6M | +12.9% | +8.6% | +4.3% | +5.4% |
| YTD | +43.8% | +3.5% | +40.3% | +38.1% |
| 1Y | +27.1% | +7.0% | +20.0% | +18.9% |
| 3Y | +25.9% | +76.3% | -50.4% | -18.9% |
| 5Y | +177.9% | +74.8% | +103.2% | +75.1% |
| All | +118.9% | +422.7% | -303.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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