+26.3%
IWD vs EOSE
-41.4%
+67.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -2.3% | +14.0% | -16.3% | -2.8% |
| 30D | -1.8% | -5.9% | +4.1% | -1.7% |
| 3M | +8.0% | -34.3% | +42.3% | +9.0% |
| 6M | +17.0% | -37.8% | +54.7% | +17.6% |
| YTD | +21.3% | -65.2% | +86.5% | +23.0% |
| All | +26.3% | -41.4% | +67.7% | +29.2% |
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