+44.0%
ESI vs IBN
+74.4%
-30.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +1.8% | +11.1% | -9.3% | -3.4% |
| 30D | -6.6% | +23.9% | -30.4% | -16.6% |
| 3M | -9.4% | +16.3% | -25.7% | -16.5% |
| 6M | -24.1% | +34.2% | -58.3% | -35.4% |
| YTD | +37.1% | +17.6% | +19.6% | +25.0% |
| 1Y | +24.5% | +13.8% | +10.7% | +15.3% |
| 3Y | +83.2% | +57.0% | +26.1% | +34.4% |
| 5Y | +44.0% | +75.3% | -31.4% | -7.6% |
| All | +44.0% | +74.4% | -30.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling