+32.8%
IWD vs EOSE
-85.5%
+118.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.6% | -10.0% | +2.2% |
| 7D | +2.5% | +9.7% | -7.2% | +2.2% |
| 30D | +6.0% | -34.6% | +40.5% | +7.1% |
| 3M | +3.8% | -50.8% | +54.6% | +5.5% |
| 6M | +16.3% | -66.5% | +82.8% | +19.3% |
| YTD | +27.5% | -81.3% | +108.8% | +31.2% |
| 1Y | +32.8% | -84.8% | +117.6% | +37.4% |
| All | +32.8% | -85.5% | +118.3% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling