+5.0%
IP vs EOSE
-81.0%
+85.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.3% |
| 7D | -0.3% | +9.8% | -10.1% | -0.6% |
| 30D | +7.9% | -2.1% | +10.0% | +7.8% |
| 3M | -15.3% | -54.1% | +38.8% | -13.7% |
| 6M | +10.5% | -76.9% | +87.4% | +14.5% |
| YTD | -9.4% | -83.3% | +74.0% | -6.2% |
| 1Y | -4.6% | -87.4% | +82.8% | -0.5% |
| 3Y | +21.2% | +61.9% | -40.6% | +12.7% |
| 5Y | -13.3% | -82.1% | +68.7% | -22.7% |
| All | +5.0% | -81.0% | +85.9% | +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 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