-60.8%
EOSE vs IRM
+460.0%
-520.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.7% |
| 7D | +1.8% | -1.4% | +3.2% | +3.0% |
| 30D | -6.8% | -7.4% | +0.5% | -1.2% |
| 3M | -36.3% | -7.4% | -28.9% | -32.7% |
| 6M | -38.8% | +8.7% | -47.4% | -42.8% |
| YTD | -65.5% | +40.9% | -106.5% | -73.8% |
| 1Y | -45.3% | +20.5% | -65.8% | -52.2% |
| 3Y | +44.2% | +101.7% | -57.5% | -14.9% |
| 5Y | -69.5% | +197.7% | -267.2% | -84.9% |
| All | -60.8% | +460.0% | -520.7% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling