+973.2%
IGV vs EOG
+2,665.0%
-1,691.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | +3.2% | +8.2% | -4.9% | +1.1% |
| 3M | +4.5% | +3.8% | +0.7% | +3.0% |
| 6M | +22.1% | +15.3% | +6.8% | +16.7% |
| YTD | -1.0% | +41.7% | -42.7% | -10.6% |
| 1Y | -2.1% | +23.6% | -25.7% | -8.6% |
| 3Y | +44.6% | +23.3% | +21.3% | +33.2% |
| 5Y | +22.2% | +170.4% | -148.3% | -11.6% |
| 10Y | +364.7% | +125.5% | +239.2% | +210.5% |
| All | +973.2% | +2,665.0% | -1,691.9% | +144.7% |
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 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