+46.8%
IYR vs EOSE
-58.6%
+105.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.0% |
| 7D | -0.9% | +15.0% | -15.9% | -1.4% |
| 30D | -2.4% | +2.5% | -4.8% | -2.6% |
| 3M | -2.0% | -33.7% | +31.7% | -1.1% |
| 6M | +2.5% | -32.7% | +35.2% | +2.7% |
| YTD | +8.3% | -63.8% | +72.1% | +10.0% |
| 1Y | +6.5% | -40.5% | +47.0% | +5.4% |
| 3Y | +29.3% | +50.4% | -21.0% | +17.9% |
| 5Y | +5.7% | -68.6% | +74.2% | -8.9% |
| All | +46.8% | -58.6% | +105.4% | +32.9% |
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