+139.5%
IWD vs EOSE
-60.6%
+200.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | -0.8% | -6.8% | +6.0% | -0.8% |
| 3M | +6.9% | -36.3% | +43.2% | +8.1% |
| 6M | +18.3% | -38.8% | +57.0% | +19.1% |
| YTD | +22.4% | -65.5% | +87.9% | +24.8% |
| 1Y | +27.4% | -45.3% | +72.7% | +26.9% |
| 3Y | +71.2% | +44.2% | +27.0% | +57.9% |
| 5Y | +75.7% | -69.5% | +145.2% | +56.7% |
| All | +139.5% | -60.6% | +200.1% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling