+293.0%
IBKR vs EOG
+22.5%
+270.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -0.2% | +2.9% | -3.2% | -0.8% |
| 3M | +3.0% | +8.7% | -5.8% | +1.1% |
| 6M | +33.9% | +12.9% | +21.0% | +28.8% |
| YTD | +42.5% | +43.8% | -1.3% | +26.5% |
| 1Y | +44.9% | +27.1% | +17.8% | +33.9% |
| 3Y | +293.0% | +25.9% | +267.1% | +255.9% |
| All | +293.0% | +22.5% | +270.5% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling