-61.5%
EOSE vs IBB
+63.6%
-125.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.9% | +11.7% | +12.1% |
| 7D | +19.0% | +1.4% | +17.6% | +16.7% |
| 30D | +1.6% | +10.5% | -8.9% | -12.2% |
| 3M | -52.0% | +23.6% | -75.6% | -64.9% |
| 6M | -42.5% | +22.6% | -65.1% | -57.6% |
| YTD | -66.1% | +25.7% | -91.8% | -75.8% |
| 1Y | -47.1% | +51.4% | -98.5% | -70.9% |
| 3Y | +0.8% | +64.4% | -63.6% | -50.6% |
| 5Y | -71.7% | +22.1% | -93.8% | -79.9% |
| All | -61.5% | +63.6% | -125.1% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling