-58.8%
EOSE vs IAG
+450.7%
-509.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.2% |
| 7D | +15.0% | +1.7% | +13.3% | +14.0% |
| 30D | +2.5% | +11.4% | -9.0% | -1.5% |
| 3M | -33.7% | +33.0% | -66.7% | -40.2% |
| 6M | -32.7% | -6.0% | -26.7% | -32.2% |
| YTD | -63.8% | +24.6% | -88.3% | -67.2% |
| 1Y | -40.5% | +105.0% | -145.5% | -53.9% |
| 3Y | +50.4% | +837.9% | -787.5% | -29.6% |
| 5Y | -68.6% | +817.0% | -885.5% | -87.2% |
| All | -58.8% | +450.7% | -509.5% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling