+88.3%
ESI vs IAG
+817.0%
-728.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | -3.8% | +11.4% | -15.2% | -5.4% |
| 3M | -13.1% | +33.0% | -46.2% | -17.0% |
| 6M | +11.3% | -6.0% | +17.3% | +10.4% |
| YTD | +44.1% | +24.6% | +19.5% | +38.4% |
| 1Y | +40.3% | +105.0% | -64.7% | +28.2% |
| All | +88.3% | +817.0% | -728.7% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling