+2,534.9%
IBM vs EOG
+7,795.6%
-5,260.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.3% |
| 7D | -1.5% | -2.4% | +0.8% | -1.2% |
| 30D | +8.4% | +2.9% | +5.5% | +7.8% |
| 3M | +4.2% | +7.2% | -3.1% | +2.8% |
| 6M | +7.9% | +18.2% | -10.2% | +4.6% |
| YTD | -15.2% | +48.9% | -64.1% | -21.3% |
| 1Y | -18.7% | +46.7% | -65.4% | -24.4% |
| 3Y | +79.2% | +37.4% | +41.8% | +67.2% |
| 5Y | +144.7% | +103.9% | +40.8% | +108.8% |
| 10Y | +141.6% | +127.0% | +14.6% | +89.2% |
| All | +2,534.9% | +7,795.6% | -5,260.7% | +1,260.0% |
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