+11.3%
IP vs EOSE
-57.1%
+68.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.3% |
| 7D | +0.1% | +41.4% | -41.4% | -1.0% |
| 30D | -11.2% | +3.6% | -14.9% | -11.5% |
| 3M | +12.3% | -35.7% | +48.0% | +13.3% |
| 6M | -5.2% | -29.9% | +24.6% | -5.1% |
| YTD | -4.0% | -62.5% | +58.5% | -2.7% |
| 1Y | -19.2% | -37.4% | +18.2% | -19.8% |
| 3Y | +20.3% | +55.8% | -35.5% | +12.2% |
| 5Y | -17.5% | -67.8% | +50.3% | -28.2% |
| All | +11.3% | -57.1% | +68.4% | +5.1% |
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