+40.0%
ICE vs EOG
+172.6%
-132.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.3% | +1.0% | -6.4% | -5.4% |
| 30D | +3.0% | +2.8% | +0.2% | +2.7% |
| 3M | +11.4% | +5.9% | +5.5% | +10.5% |
| 6M | -2.0% | +17.1% | -19.1% | -4.1% |
| YTD | -3.1% | +43.9% | -47.1% | -7.7% |
| 1Y | -8.4% | +26.9% | -35.3% | -11.3% |
| 3Y | +40.7% | +23.6% | +17.2% | +35.4% |
| 5Y | +40.0% | +178.1% | -138.2% | +26.2% |
| All | +40.0% | +172.6% | -132.7% | +26.2% |
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