+144.6%
IEFA vs EOG
+121.1%
+23.5%
-34.8%
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 | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -1.5% | +2.9% | -4.4% | -2.1% |
| 3M | +3.4% | +8.7% | -5.3% | +1.4% |
| 6M | +9.5% | +12.9% | -3.4% | +6.1% |
| YTD | +13.0% | +43.8% | -30.8% | +4.2% |
| 1Y | +18.0% | +27.1% | -9.1% | +11.3% |
| 3Y | +65.4% | +25.9% | +39.5% | +54.3% |
| 5Y | +51.6% | +177.9% | -126.4% | +16.3% |
| All | +144.6% | +121.1% | +23.5% | +77.6% |
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