-57.3%
EOSE vs IRM
+464.3%
-521.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.4% |
| 7D | +41.4% | +1.6% | +39.8% | +39.0% |
| 30D | +3.6% | -4.2% | +7.8% | +6.8% |
| 3M | -35.7% | -5.4% | -30.4% | -33.4% |
| 6M | -29.9% | +12.0% | -41.9% | -36.1% |
| YTD | -62.5% | +42.0% | -104.5% | -71.6% |
| 1Y | -37.4% | +29.9% | -67.3% | -48.4% |
| 3Y | +55.8% | +104.4% | -48.6% | -9.0% |
| 5Y | -67.8% | +191.0% | -258.8% | -84.4% |
| All | -57.3% | +464.3% | -521.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling