-69.6%
EOSE vs IBN
+58.3%
-127.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -2.6% |
| 7D | +1.8% | -3.0% | +4.8% | +4.3% |
| 30D | -6.8% | -1.5% | -5.3% | -5.8% |
| 3M | -36.3% | +7.9% | -44.2% | -40.5% |
| 6M | -38.8% | +8.6% | -47.4% | -43.2% |
| YTD | -65.5% | -0.6% | -65.0% | -65.8% |
| 1Y | -45.3% | -7.3% | -38.0% | -42.5% |
| 3Y | +44.2% | +26.2% | +17.9% | +8.6% |
| All | -69.6% | +58.3% | -127.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling