-47.1%
EOSE vs IRM
+34.4%
-81.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.2% | +9.0% |
| 7D | +19.0% | -0.5% | +19.5% | +19.3% |
| 30D | +1.6% | -8.1% | +9.6% | +10.8% |
| 3M | -52.0% | -9.7% | -42.3% | -46.6% |
| 6M | -42.5% | +10.0% | -52.5% | -50.0% |
| YTD | -66.1% | +43.0% | -109.1% | -78.7% |
| 1Y | -47.1% | +32.7% | -79.8% | -53.3% |
| All | -47.1% | +34.4% | -81.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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