+69.6%
IWM vs EOSE
+48.1%
+21.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.7% |
| 7D | +1.4% | +9.8% | -8.4% | +0.7% |
| 30D | +2.3% | -2.1% | +4.3% | +2.0% |
| 3M | -8.3% | -54.1% | +45.8% | -4.5% |
| 6M | -1.3% | -76.9% | +75.6% | +6.5% |
| YTD | +13.5% | -83.3% | +96.8% | +22.5% |
| 1Y | +18.4% | -87.4% | +105.8% | +29.6% |
| 3Y | +69.6% | +61.9% | +7.8% | +48.9% |
| All | +69.6% | +48.1% | +21.6% | +48.9% |
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 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