+22.8%
IGV vs EOSE
-69.7%
+92.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.4% |
| 7D | -5.4% | +14.0% | -19.4% | -6.3% |
| 30D | -2.6% | -5.9% | +3.3% | -2.6% |
| 3M | +10.5% | -34.3% | +44.8% | +12.6% |
| 6M | +18.2% | -37.8% | +55.9% | +19.6% |
| YTD | -4.2% | -65.2% | +61.0% | -0.6% |
| 1Y | -9.8% | -41.9% | +32.1% | -10.6% |
| 3Y | +39.1% | +44.6% | -5.4% | +21.5% |
| All | +22.8% | -69.7% | +92.4% | +13.4% |
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 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