+318.5%
ESI vs IBN
+385.6%
-67.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +5.5% | +1.9% | +3.7% | +4.8% |
| 30D | -7.8% | +22.1% | -29.9% | -14.6% |
| 3M | -15.0% | +17.1% | -32.1% | -20.1% |
| 6M | -24.9% | +35.5% | -60.4% | -33.2% |
| YTD | +33.2% | +16.8% | +16.4% | +25.0% |
| 1Y | +24.9% | +12.4% | +12.5% | +18.9% |
| 3Y | +77.8% | +58.0% | +19.7% | +47.4% |
| 5Y | +37.1% | +73.7% | -36.6% | +9.6% |
| All | +318.5% | +385.6% | -67.0% | +130.1% |
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