-84.8%
EOSE vs IRM
+19.5%
-104.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +10.9% | +10.6% |
| 7D | +9.7% | +2.6% | +7.2% | +6.8% |
| 30D | -34.6% | +5.6% | -40.2% | -38.3% |
| 3M | -50.8% | -4.7% | -46.1% | -48.1% |
| 6M | -66.5% | -6.1% | -60.4% | -63.8% |
| YTD | -81.3% | +46.3% | -127.7% | -89.6% |
| 1Y | -84.8% | +18.7% | -103.5% | -87.3% |
| All | -84.8% | +19.5% | -104.3% | -87.3% |
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