+14.8%
IP vs EOSE
-16.7%
+31.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.3% | +1.1% |
| 7D | -5.1% | -7.9% | +2.9% | -4.9% |
| 30D | +8.5% | -43.9% | +52.4% | +10.1% |
| 3M | -13.8% | -55.8% | +42.0% | -12.1% |
| 6M | +5.7% | -73.4% | +79.1% | +8.9% |
| YTD | -9.1% | -84.8% | +75.7% | -5.9% |
| 1Y | -0.8% | -88.6% | +87.8% | +3.3% |
| 3Y | +14.8% | -2.8% | +17.6% | +14.3% |
| All | +14.8% | -16.7% | +31.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling