+1,428.5%
IBKR vs EOG
+453.1%
+975.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | -0.2% | +2.9% | -3.2% | -1.2% |
| 3M | +3.0% | +8.7% | -5.8% | -0.2% |
| 6M | +33.9% | +12.9% | +21.0% | +27.4% |
| YTD | +42.5% | +43.8% | -1.3% | +25.9% |
| 1Y | +44.9% | +27.1% | +17.8% | +32.4% |
| 3Y | +293.0% | +25.9% | +267.1% | +255.7% |
| 5Y | +497.7% | +177.9% | +319.7% | +310.5% |
| 10Y | +1,004.4% | +119.7% | +884.7% | +615.9% |
| All | +1,428.5% | +453.1% | +975.5% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling