+148.7%
IVV vs EOSE
-81.0%
+229.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.7% |
| 7D | +2.6% | +9.8% | -7.2% | +2.0% |
| 30D | -2.0% | -2.1% | +0.1% | -2.2% |
| 3M | -2.8% | -54.1% | +51.3% | -0.1% |
| 6M | +2.2% | -76.9% | +79.1% | +7.7% |
| YTD | +11.5% | -83.3% | +94.9% | +17.5% |
| 1Y | +13.5% | -87.4% | +100.9% | +20.8% |
| 3Y | +78.1% | +61.9% | +16.2% | +61.2% |
| 5Y | +73.1% | -82.1% | +155.2% | +55.4% |
| All | +148.7% | -81.0% | +229.6% | +138.8% |
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