+144.7%
IBM vs EOG
+99.8%
+44.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.2% |
| 7D | -1.5% | -2.4% | +0.8% | -1.2% |
| 30D | +8.4% | +2.9% | +5.5% | +7.9% |
| 3M | +4.2% | +7.2% | -3.1% | +3.1% |
| 6M | +7.9% | +18.2% | -10.2% | +5.1% |
| YTD | -15.2% | +48.9% | -64.1% | -20.6% |
| 1Y | -18.7% | +46.7% | -65.4% | -23.8% |
| 3Y | +79.2% | +37.4% | +41.8% | +68.6% |
| 5Y | +144.7% | +103.9% | +40.8% | +115.9% |
| All | +144.7% | +99.8% | +44.9% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling