+33.6%
ESI vs IBN
-8.6%
+42.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -2.3% | -5.5% | +3.2% | -0.1% |
| 30D | -9.0% | -3.4% | -5.6% | -7.8% |
| 3M | -13.3% | +8.7% | -21.9% | -16.9% |
| 6M | +5.3% | +3.7% | +1.6% | +1.6% |
| YTD | +37.6% | -2.4% | +40.0% | +35.1% |
| 1Y | +33.6% | -8.1% | +41.7% | +29.7% |
| All | +33.6% | -8.6% | +42.2% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling