-84.8%
EOSE vs IAG
+56.5%
-141.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +10.2% | +2.4% | +7.0% |
| 7D | +9.7% | +1.1% | +8.6% | +8.9% |
| 30D | -34.6% | -5.3% | -29.3% | -32.8% |
| 3M | -50.8% | +18.0% | -68.8% | -55.7% |
| 6M | -66.5% | +7.1% | -73.6% | -68.0% |
| YTD | -81.3% | +5.9% | -87.3% | -83.9% |
| 1Y | -84.8% | +59.4% | -144.2% | -91.6% |
| All | -84.8% | +56.5% | -141.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling