+41.7%
ICE vs EOSE
-70.0%
+111.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -2.4% | +1.8% | -4.2% | -2.5% |
| 30D | +4.0% | -6.8% | +10.9% | +4.1% |
| 3M | +13.7% | -36.3% | +50.0% | +14.6% |
| 6M | +0.9% | -38.8% | +39.7% | +1.4% |
| YTD | -2.1% | -65.5% | +63.4% | -0.5% |
| 1Y | -9.5% | -45.3% | +35.8% | -10.1% |
| 3Y | +42.1% | +44.2% | -2.1% | +30.7% |
| All | +41.7% | -70.0% | +111.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling