+8.3%
IP vs EOSE
-81.3%
+89.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.6% |
| 7D | -3.0% | +6.8% | -9.8% | -3.3% |
| 30D | +10.6% | -25.4% | +36.0% | +11.4% |
| 3M | -13.6% | -54.7% | +41.1% | -11.8% |
| 6M | +10.4% | -76.5% | +86.9% | +14.4% |
| YTD | -6.5% | -83.6% | +77.1% | -3.1% |
| 1Y | -2.1% | -89.7% | +87.6% | +2.7% |
| 3Y | +22.0% | +38.7% | -16.8% | +14.0% |
| 5Y | -9.7% | -82.9% | +73.2% | -19.4% |
| All | +8.3% | -81.3% | +89.6% | +4.6% |
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