+147.7%
IWD vs EOSE
-81.0%
+228.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | 0.0% |
| 7D | +2.3% | +9.8% | -7.5% | +1.9% |
| 30D | +3.6% | -2.1% | +5.6% | +3.4% |
| 3M | +2.2% | -54.1% | +56.2% | +4.3% |
| 6M | +13.0% | -76.9% | +89.9% | +17.7% |
| YTD | +26.5% | -83.3% | +109.8% | +31.8% |
| 1Y | +30.1% | -87.4% | +117.6% | +36.6% |
| 3Y | +84.9% | +61.9% | +23.0% | +69.3% |
| 5Y | +73.4% | -82.1% | +155.4% | +57.5% |
| All | +147.7% | -81.0% | +228.6% | +139.9% |
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