+78.8%
IVV vs EOSE
+36.5%
+42.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -1.1% |
| 7D | +0.5% | +41.4% | -40.9% | -1.0% |
| 30D | -1.0% | +3.6% | -4.6% | -1.3% |
| 3M | +3.9% | -35.7% | +39.6% | +5.1% |
| 6M | +14.5% | -29.9% | +44.4% | +14.8% |
| YTD | +12.9% | -62.5% | +75.4% | +15.0% |
| 1Y | +19.4% | -37.4% | +56.8% | +18.5% |
| 3Y | +78.8% | +55.8% | +23.0% | +66.7% |
| All | +78.8% | +36.5% | +42.3% | +66.7% |
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