-69.6%
EOSE vs IFF
-35.8%
-33.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.8% | -3.2% | +5.0% | +3.4% |
| 30D | -6.8% | -0.3% | -6.6% | -6.7% |
| 3M | -36.3% | +8.4% | -44.7% | -39.9% |
| 6M | -38.8% | +23.0% | -61.8% | -46.3% |
| YTD | -65.5% | +25.5% | -91.0% | -70.9% |
| 1Y | -45.3% | +29.1% | -74.4% | -55.3% |
| 3Y | +44.2% | +31.7% | +12.5% | +13.6% |
| All | -69.6% | -35.8% | -33.8% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling