+763.2%
IWM vs EOG
+2,914.5%
-2,151.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | +0.3% | -2.4% | +2.6% | +0.9% |
| 30D | +0.6% | +2.9% | -2.4% | -0.6% |
| 3M | -6.2% | +7.2% | -13.5% | -8.7% |
| 6M | -0.8% | +18.2% | -18.9% | -7.0% |
| YTD | +14.8% | +48.9% | -34.1% | -0.8% |
| 1Y | +16.1% | +46.7% | -30.5% | +0.7% |
| 3Y | +71.5% | +37.4% | +34.1% | +50.1% |
| 5Y | +25.8% | +103.9% | -78.2% | -6.6% |
| 10Y | +155.4% | +127.0% | +28.4% | +62.1% |
| All | +763.2% | +2,914.5% | -2,151.4% | +187.8% |
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