-60.8%
EOSE vs IFF
-6.7%
-54.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.8% | -3.2% | +5.0% | +3.2% |
| 30D | -6.8% | -0.3% | -6.6% | -6.7% |
| 3M | -36.3% | +8.4% | -44.7% | -39.5% |
| 6M | -38.8% | +23.0% | -61.8% | -45.4% |
| YTD | -65.5% | +25.5% | -91.0% | -70.3% |
| 1Y | -45.3% | +29.1% | -74.4% | -54.1% |
| 3Y | +44.2% | +31.7% | +12.5% | +18.6% |
| 5Y | -69.5% | -35.2% | -34.3% | -64.5% |
| All | -60.8% | -6.7% | -54.1% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling