-11.2%
IEF vs EOSE
-60.2%
+49.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | -1.2% | +14.0% | -15.2% | -1.2% |
| 30D | -1.5% | -5.9% | +4.4% | -1.5% |
| 3M | -1.7% | -34.3% | +32.6% | -1.6% |
| 6M | -3.5% | -37.8% | +34.2% | -3.5% |
| YTD | -2.6% | -65.2% | +62.5% | -2.5% |
| 1Y | -2.4% | -41.9% | +39.5% | -2.5% |
| 3Y | +8.9% | +44.6% | -35.6% | +8.0% |
| 5Y | -9.2% | -69.2% | +59.9% | -9.9% |
| All | -11.2% | -60.2% | +49.0% | -12.4% |
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