+213.7%
ICE vs EOG
+121.1%
+92.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | +4.0% | +2.9% | +1.1% | +3.5% |
| 3M | +13.7% | +8.7% | +4.9% | +12.1% |
| 6M | +0.9% | +12.9% | -12.0% | -1.1% |
| YTD | -2.1% | +43.8% | -46.0% | -7.6% |
| 1Y | -9.5% | +27.1% | -36.6% | -13.1% |
| 3Y | +42.1% | +25.9% | +16.2% | +35.3% |
| 5Y | +41.4% | +177.9% | -136.6% | +17.2% |
| All | +213.7% | +121.1% | +92.6% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling