+322.1%
IVV vs EOG
+115.2%
+206.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.4% | -1.3% | +1.0% | -0.1% |
| 30D | -1.4% | +3.4% | -4.7% | -2.1% |
| 3M | +3.7% | +7.8% | -4.1% | +1.7% |
| 6M | +13.0% | +13.4% | -0.3% | +9.2% |
| YTD | +12.4% | +43.5% | -31.0% | +3.0% |
| 1Y | +18.6% | +29.7% | -11.1% | +10.9% |
| 3Y | +78.1% | +23.2% | +54.9% | +66.4% |
| 5Y | +82.3% | +176.4% | -94.1% | +38.4% |
| 10Y | +322.1% | +119.1% | +203.0% | +204.7% |
| All | +322.1% | +115.2% | +206.9% | +204.7% |
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 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