-77.7%
EOSE vs IRE
-94.6%
+17.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -13.5% | +4.5% | -5.8% |
| 7D | -3.7% | +11.1% | -14.8% | -8.3% |
| 30D | -22.0% | -75.2% | +53.2% | +3.8% |
| 3M | -57.3% | -86.4% | +29.1% | -35.7% |
| 6M | -77.7% | -94.8% | +17.2% | -62.6% |
| All | -77.7% | -94.6% | +17.0% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling