-87.8%
EOSE vs IRE
-97.5%
+9.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +12.1% | +2.2% | +11.5% |
| 7D | -7.0% | -15.1% | +8.1% | -6.5% |
| 30D | -16.7% | -71.4% | +54.6% | +5.7% |
| 3M | -53.1% | -81.2% | +28.1% | -35.5% |
| 6M | -76.8% | -93.7% | +17.0% | -63.4% |
| YTD | -82.6% | -92.2% | +9.6% | -77.6% |
| 1Y | -89.3% | -97.3% | +8.0% | -84.0% |
| All | -87.8% | -97.5% | +9.7% | -82.2% |
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