+21.2%
IGV vs EOG
+172.6%
-151.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.4% | +1.0% | -6.4% | -5.5% |
| 30D | -2.6% | +2.8% | -5.4% | -3.1% |
| 3M | +10.5% | +5.9% | +4.6% | +9.2% |
| 6M | +18.2% | +17.1% | +1.1% | +14.5% |
| YTD | -4.2% | +43.9% | -48.2% | -10.7% |
| 1Y | -9.8% | +26.9% | -36.7% | -14.0% |
| 3Y | +39.1% | +23.6% | +15.6% | +31.8% |
| 5Y | +21.2% | +178.1% | -156.9% | +6.7% |
| All | +21.2% | +172.6% | -151.4% | +6.7% |
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