-76.2%
EOSE vs IRE
-84.4%
+8.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +14.0% | -3.1% | +7.5% |
| 7D | +19.0% | +54.8% | -35.8% | +7.3% |
| 30D | +1.6% | +18.4% | -16.8% | -4.5% |
| 3M | -52.0% | -66.7% | +14.8% | -44.4% |
| 6M | -42.5% | -52.3% | +9.8% | -45.1% |
| YTD | -66.1% | -52.3% | -13.8% | -69.8% |
| All | -76.2% | -84.4% | +8.2% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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