-0.8%
IOT vs EOSE
-42.0%
+41.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -4.5% | +1.8% | -6.3% | -4.5% |
| 30D | -2.4% | -6.8% | +4.4% | -2.3% |
| 3M | +19.0% | -36.3% | +55.3% | +20.2% |
| 6M | +19.6% | -38.8% | +58.4% | +21.5% |
| YTD | +8.3% | -65.5% | +73.8% | +12.7% |
| 1Y | -0.8% | -45.3% | +44.5% | +1.3% |
| All | -0.8% | -42.0% | +41.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling