-60.4%
EOSE vs IBB
+56.5%
-116.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -1.9% |
| 7D | +14.0% | -5.2% | +19.2% | +22.5% |
| 30D | -5.9% | +1.5% | -7.3% | -8.3% |
| 3M | -34.3% | +22.1% | -56.4% | -51.4% |
| 6M | -37.8% | +17.7% | -55.5% | -51.4% |
| YTD | -65.2% | +20.2% | -85.4% | -73.5% |
| 1Y | -41.9% | +44.4% | -86.4% | -65.9% |
| 3Y | +44.6% | +61.1% | -16.5% | -27.8% |
| 5Y | -69.2% | +18.5% | -87.7% | -77.1% |
| All | -60.4% | +56.5% | -116.8% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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