+297.3%
ESI vs IAG
+427.6%
-130.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.6% | -1.1% | -3.6% | -4.6% |
| 30D | -10.5% | +12.1% | -22.6% | -11.4% |
| 3M | -19.8% | +25.5% | -45.3% | -21.5% |
| 6M | +5.8% | -7.1% | +12.9% | +5.6% |
| YTD | +38.3% | +22.9% | +15.4% | +35.3% |
| 1Y | +31.5% | +83.3% | -51.8% | +25.4% |
| 3Y | +80.7% | +808.5% | -727.8% | +54.4% |
| 5Y | +69.4% | +838.0% | -768.5% | +40.2% |
| All | +297.3% | +427.6% | -130.3% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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