+75.8%
ESI vs IAG
+804.8%
-729.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +3.9% | +1.7% | +2.2% | +3.7% |
| 30D | -3.8% | +11.4% | -15.2% | -5.2% |
| 3M | -13.1% | +33.0% | -46.2% | -16.4% |
| 6M | +11.3% | -6.0% | +17.3% | +10.8% |
| YTD | +44.1% | +24.6% | +19.5% | +39.0% |
| 1Y | +40.3% | +105.0% | -64.7% | +28.9% |
| 3Y | +84.1% | +837.9% | -753.8% | +41.8% |
| 5Y | +75.8% | +817.0% | -741.2% | +26.2% |
| All | +75.8% | +804.8% | -729.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling