+67.8%
IGV vs EOSE
-60.6%
+128.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -1.5% | -6.8% | +5.3% | -1.4% |
| 3M | +11.7% | -36.3% | +48.0% | +13.9% |
| 6M | +18.4% | -38.8% | +57.2% | +19.9% |
| YTD | -3.9% | -65.5% | +61.6% | -0.4% |
| 1Y | -9.7% | -45.3% | +35.6% | -10.0% |
| 3Y | +38.4% | +44.2% | -5.7% | +21.6% |
| 5Y | +21.6% | -69.5% | +91.1% | +4.2% |
| All | +67.8% | -60.6% | +128.4% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling