+224.6%
ESI vs IBB
+220.0%
+4.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.6% |
| 7D | +3.3% | +1.4% | +1.9% | +2.2% |
| 30D | -5.9% | +10.5% | -16.4% | -13.0% |
| 3M | -14.1% | +23.6% | -37.7% | -27.1% |
| 6M | +6.6% | +22.6% | -16.1% | -9.0% |
| YTD | +45.0% | +25.7% | +19.3% | +21.6% |
| 1Y | +41.5% | +51.4% | -9.9% | +3.5% |
| 3Y | +78.8% | +64.4% | +14.4% | +22.6% |
| 5Y | +70.9% | +22.1% | +48.7% | +42.9% |
| 10Y | +317.1% | +132.5% | +184.6% | +108.8% |
| All | +224.6% | +220.0% | +4.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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