+3.5%
IP vs EOSE
-82.0%
+85.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +7.0% | -1.8% |
| 7D | -0.9% | -3.7% | +2.8% | -0.8% |
| 30D | +6.7% | -22.0% | +28.7% | +7.3% |
| 3M | -16.6% | -57.3% | +40.7% | -14.8% |
| 6M | +6.0% | -77.7% | +83.6% | +10.0% |
| YTD | -10.7% | -84.2% | +73.5% | -7.3% |
| 1Y | -6.7% | -89.5% | +82.8% | -2.1% |
| 3Y | +17.1% | +41.4% | -24.3% | +9.4% |
| 5Y | -14.6% | -83.0% | +68.5% | -23.6% |
| All | +3.5% | -82.0% | +85.5% | 0.0% |
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