+5.7%
IP vs EOSE
-72.4%
+78.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.3% | +1.3% |
| 7D | -5.1% | -7.9% | +2.9% | -4.6% |
| 30D | +8.5% | -43.9% | +52.4% | +11.3% |
| 3M | -13.8% | -55.8% | +42.0% | -10.8% |
| 6M | +5.7% | -73.4% | +79.1% | +11.2% |
| All | +5.7% | -72.4% | +78.1% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling