+55.8%
EOSE vs IBB
+64.8%
-9.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.0% | +13.6% |
| 7D | +41.4% | -1.7% | +43.1% | +44.2% |
| 30D | +3.6% | +4.9% | -1.3% | -3.1% |
| 3M | -35.7% | +24.2% | -60.0% | -52.4% |
| 6M | -29.9% | +23.8% | -53.7% | -47.7% |
| YTD | -62.5% | +23.0% | -85.4% | -71.6% |
| 1Y | -37.4% | +46.2% | -83.6% | -61.9% |
| 3Y | +55.8% | +64.8% | -9.0% | -25.0% |
| All | +55.8% | +64.8% | -9.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling