+41.3%
ICE vs EOG
+22.2%
+19.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | -1.3% | +0.5% | -0.8% |
| 30D | +4.0% | +3.4% | +0.6% | +3.7% |
| 3M | +11.0% | +7.8% | +3.1% | +10.3% |
| 6M | -5.0% | +13.4% | -18.3% | -5.9% |
| YTD | -2.7% | +43.5% | -46.2% | -5.5% |
| 1Y | -8.6% | +29.7% | -38.3% | -10.5% |
| All | +41.3% | +22.2% | +19.0% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling