-74.5%
EOSE vs IRE
-84.0%
+9.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.8% | +3.3% | -1.8% |
| 7D | +15.0% | +29.0% | -14.1% | +8.1% |
| 30D | +2.5% | +24.2% | -21.8% | -4.2% |
| 3M | -33.7% | -53.2% | +19.5% | -28.6% |
| 6M | -32.7% | -36.0% | +3.3% | -39.7% |
| YTD | -63.8% | -51.0% | -12.8% | -67.9% |
| All | -74.5% | -84.0% | +9.5% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling