+264.9%
ICE vs EOG
+141.0%
+123.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.1% |
| 7D | +3.6% | +7.6% | -4.0% | +2.6% |
| 30D | +15.1% | +3.4% | +11.7% | +14.5% |
| 3M | +15.4% | +12.7% | +2.7% | +13.3% |
| 6M | +16.1% | +19.0% | -2.9% | +12.9% |
| YTD | +11.4% | +55.6% | -44.2% | +3.9% |
| 1Y | +18.5% | +49.5% | -31.1% | +11.1% |
| 3Y | +70.5% | +43.2% | +27.4% | +59.4% |
| 5Y | +40.9% | +111.8% | -70.9% | +21.9% |
| All | +264.9% | +141.0% | +123.9% | +177.5% |
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 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