+88.3%
ESI vs IBN
+25.8%
+62.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +3.9% | -5.1% | +9.0% | +6.0% |
| 30D | -3.8% | -3.5% | -0.3% | -2.6% |
| 3M | -13.1% | +11.3% | -24.4% | -16.9% |
| 6M | +11.3% | +4.4% | +6.9% | +8.8% |
| YTD | +44.1% | -1.8% | +45.9% | +43.7% |
| 1Y | +40.3% | -8.0% | +48.3% | +42.4% |
| All | +88.3% | +25.8% | +62.4% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling