+86.3%
ESI vs IBN
+29.3%
+57.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.5% |
| 7D | +5.4% | -2.2% | +7.6% | +6.2% |
| 30D | -4.2% | -2.3% | -1.9% | -3.4% |
| 3M | -9.6% | +15.9% | -25.5% | -14.8% |
| 6M | +18.3% | +5.6% | +12.7% | +15.1% |
| YTD | +45.8% | -0.1% | +45.9% | +44.5% |
| 1Y | +39.2% | -6.5% | +45.7% | +40.4% |
| 3Y | +86.3% | +29.3% | +57.0% | +65.6% |
| All | +86.3% | +29.3% | +57.0% | +65.6% |
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