-60.8%
EOSE vs IAG
+443.2%
-503.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | -6.8% | +12.1% | -19.0% | -10.6% |
| 3M | -36.3% | +25.5% | -61.8% | -41.3% |
| 6M | -38.8% | -7.1% | -31.7% | -38.0% |
| YTD | -65.5% | +22.9% | -88.4% | -68.7% |
| 1Y | -45.3% | +83.3% | -128.6% | -56.1% |
| 3Y | +44.2% | +808.5% | -764.4% | -31.9% |
| 5Y | -69.5% | +838.0% | -907.5% | -87.8% |
| All | -60.8% | +443.2% | -503.9% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling