+98.6%
IWM vs EOSE
-60.6%
+159.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -4.6% | -6.8% | +2.3% | -4.4% |
| 3M | -0.3% | -36.3% | +36.0% | +2.0% |
| 6M | +14.7% | -38.8% | +53.5% | +16.4% |
| YTD | +17.8% | -65.5% | +83.4% | +22.7% |
| 1Y | +21.2% | -45.3% | +66.5% | +20.9% |
| 3Y | +62.3% | +44.2% | +18.2% | +39.8% |
| 5Y | +38.7% | -69.5% | +108.2% | +17.5% |
| All | +98.6% | -60.6% | +159.2% | +79.0% |
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