-73.6%
EOSE vs IRE
-82.8%
+9.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.2% | +0.6% | +8.4% |
| 7D | +41.4% | +58.9% | -17.5% | +27.0% |
| 30D | +3.6% | +17.2% | -13.6% | -2.0% |
| 3M | -35.7% | -58.6% | +22.9% | -28.8% |
| 6M | -29.9% | -23.5% | -6.4% | -39.9% |
| YTD | -62.5% | -47.4% | -15.0% | -67.3% |
| All | -73.6% | -82.8% | +9.2% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling