+2,316.3%
ICE vs EOG
+543.6%
+1,772.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.7% | +1.3% | -1.9% | -1.1% |
| 30D | +7.6% | +8.2% | -0.5% | +4.8% |
| 3M | +13.9% | +3.8% | +10.1% | +11.9% |
| 6M | -2.4% | +15.3% | -17.7% | -7.7% |
| YTD | +0.3% | +41.7% | -41.4% | -11.7% |
| 1Y | -6.4% | +23.6% | -30.0% | -14.0% |
| 3Y | +43.1% | +23.3% | +19.8% | +28.1% |
| 5Y | +42.1% | +170.4% | -128.3% | -8.5% |
| 10Y | +220.9% | +125.5% | +95.4% | +79.6% |
| All | +2,316.3% | +543.6% | +1,772.6% | +491.2% |
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 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