+38.0%
IT vs EOSE
-57.1%
+95.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +10.8% | -18.2% | -7.7% |
| 7D | -9.1% | +41.4% | -50.6% | -10.3% |
| 30D | -7.0% | +3.6% | -10.6% | -7.3% |
| 3M | +7.6% | -35.7% | +43.4% | +8.7% |
| 6M | +2.1% | -29.9% | +32.0% | +2.2% |
| YTD | -31.6% | -62.5% | +30.9% | -30.5% |
| 1Y | -29.9% | -37.4% | +7.5% | -30.6% |
| 3Y | -51.3% | +55.8% | -107.1% | -55.3% |
| 5Y | -44.8% | -67.8% | +23.0% | -51.5% |
| All | +38.0% | -57.1% | +95.2% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling