+297.3%
ESI vs IBN
+324.2%
-26.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.2% |
| 7D | -4.6% | -3.0% | -1.6% | -3.6% |
| 30D | -10.5% | -1.5% | -9.0% | -10.1% |
| 3M | -19.8% | +7.9% | -27.7% | -22.2% |
| 6M | +5.8% | +8.6% | -2.8% | +2.4% |
| YTD | +38.3% | -0.6% | +38.9% | +38.2% |
| 1Y | +31.5% | -7.3% | +38.8% | +34.4% |
| 3Y | +80.7% | +26.2% | +54.5% | +63.2% |
| 5Y | +69.4% | +57.8% | +11.6% | +40.5% |
| All | +297.3% | +324.2% | -26.9% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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