+182.6%
ESI vs IBB
+222.6%
-40.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.7% |
| 7D | -8.5% | -1.8% | -6.7% | -7.3% |
| 30D | -15.7% | +5.1% | -20.7% | -18.8% |
| 3M | -18.2% | +10.7% | -29.0% | -24.8% |
| 6M | -28.8% | +22.9% | -51.7% | -39.6% |
| YTD | +26.3% | +26.7% | -0.4% | +4.9% |
| 1Y | +18.2% | +35.1% | -16.9% | -6.3% |
| 3Y | +68.1% | +80.2% | -12.1% | +7.6% |
| 5Y | +28.8% | +37.8% | -9.1% | -1.3% |
| 10Y | +329.8% | +161.2% | +168.6% | +97.0% |
| All | +182.6% | +222.6% | -40.0% | +51.0% |
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