+70.1%
IWD vs EOSE
+49.8%
+20.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -1.2% | +15.0% | -16.1% | -1.6% |
| 30D | -1.6% | +2.5% | -4.1% | -1.9% |
| 3M | +7.0% | -33.7% | +40.7% | +7.9% |
| 6M | +17.0% | -32.7% | +49.7% | +17.3% |
| YTD | +21.6% | -63.8% | +85.4% | +23.5% |
| 1Y | +28.0% | -40.5% | +68.5% | +27.3% |
| All | +70.1% | +49.8% | +20.3% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling