+153.3%
IVV vs EOSE
-61.3%
+214.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.9% |
| 7D | +0.1% | +19.0% | -18.9% | -0.8% |
| 30D | +0.1% | +1.6% | -1.5% | -0.2% |
| 3M | +2.0% | -52.0% | +54.0% | +4.7% |
| 6M | +13.0% | -42.5% | +55.6% | +14.4% |
| YTD | +13.6% | -66.1% | +79.7% | +16.6% |
| 1Y | +20.1% | -47.1% | +67.2% | +19.9% |
| 3Y | +77.6% | +0.8% | +76.8% | +64.5% |
| 5Y | +82.5% | -71.7% | +154.1% | +60.3% |
| All | +153.3% | -61.3% | +214.6% | +136.9% |
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