+689.8%
IBKR vs EOSE
-60.6%
+750.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | -1.3% | +1.8% | -3.2% | -1.5% |
| 30D | -0.2% | -6.8% | +6.6% | -0.1% |
| 3M | +3.0% | -36.3% | +39.2% | +5.1% |
| 6M | +33.9% | -38.8% | +72.6% | +35.8% |
| YTD | +42.5% | -65.5% | +108.0% | +48.1% |
| 1Y | +44.9% | -45.3% | +90.2% | +45.9% |
| 3Y | +293.0% | +44.2% | +248.8% | +261.9% |
| 5Y | +497.7% | -69.5% | +567.1% | +435.7% |
| All | +689.8% | -60.6% | +750.4% | +701.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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