-47.1%
EOSE vs IFF
+34.4%
-81.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +10.9% |
| 7D | +19.0% | -1.8% | +20.8% | +18.9% |
| 30D | +1.6% | -2.0% | +3.5% | +1.3% |
| 3M | -52.0% | +18.5% | -70.5% | -51.8% |
| 6M | -42.5% | +11.7% | -54.2% | -45.4% |
| YTD | -66.1% | +29.6% | -95.7% | -65.3% |
| 1Y | -47.1% | +35.0% | -82.1% | -44.5% |
| All | -47.1% | +34.4% | -81.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling