+938.5%
IGV vs EOG
+2,935.4%
-1,996.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +2.3% | +7.6% | -5.3% | +0.5% |
| 30D | -6.0% | +3.4% | -9.4% | -7.0% |
| 3M | -4.8% | +12.7% | -17.5% | -8.0% |
| 6M | +14.2% | +19.0% | -4.8% | +8.3% |
| YTD | -4.2% | +55.6% | -59.8% | -15.7% |
| 1Y | -5.3% | +49.5% | -54.8% | -15.8% |
| 3Y | +38.8% | +43.2% | -4.4% | +23.1% |
| 5Y | +14.2% | +111.8% | -97.6% | -11.6% |
| 10Y | +357.6% | +140.4% | +217.2% | +201.1% |
| All | +938.5% | +2,935.4% | -1,996.9% | +130.6% |
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 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