+79.4%
ICE vs EOSE
-57.1%
+136.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -2.4% |
| 7D | -1.2% | +41.4% | -42.6% | -2.1% |
| 30D | +5.0% | +3.6% | +1.3% | +4.7% |
| 3M | +13.9% | -35.7% | +49.6% | +14.8% |
| 6M | -4.4% | -29.9% | +25.4% | -4.3% |
| YTD | -1.9% | -62.5% | +60.6% | -0.6% |
| 1Y | -8.1% | -37.4% | +29.3% | -9.0% |
| 3Y | +42.5% | +55.8% | -13.3% | +32.0% |
| 5Y | +40.6% | -67.8% | +108.5% | +26.1% |
| All | +79.4% | -57.1% | +136.6% | +66.1% |
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