-13.3%
IBM vs EOG
+45.9%
-59.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.0% |
| 7D | +0.4% | -8.6% | +9.0% | +0.9% |
| 30D | +14.8% | +2.8% | +12.0% | +14.7% |
| 3M | +8.9% | +3.2% | +5.8% | +9.1% |
| 6M | +12.4% | +5.3% | +7.1% | +12.2% |
| YTD | -12.4% | +44.5% | -56.9% | -12.6% |
| 1Y | -13.3% | +44.2% | -57.4% | -13.5% |
| All | -13.3% | +45.9% | -59.2% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling