+143.5%
IWM vs EOG
+141.0%
+2.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.8% |
| 7D | +1.4% | +7.6% | -6.2% | -0.6% |
| 30D | +2.3% | +3.4% | -1.1% | +1.1% |
| 3M | -8.3% | +12.7% | -21.0% | -11.8% |
| 6M | -1.3% | +19.0% | -20.3% | -7.2% |
| YTD | +13.5% | +55.6% | -42.1% | -2.2% |
| 1Y | +18.4% | +49.5% | -31.1% | +3.1% |
| 3Y | +69.6% | +43.2% | +26.5% | +48.0% |
| 5Y | +23.3% | +111.8% | -88.6% | -7.9% |
| All | +143.5% | +141.0% | +2.6% | +54.3% |
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