+207.0%
ESI vs IBN
+500.5%
-293.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +1.8% | +11.1% | -9.3% | -2.4% |
| 30D | -6.6% | +23.9% | -30.4% | -14.5% |
| 3M | -9.4% | +16.3% | -25.7% | -15.0% |
| 6M | -24.1% | +34.2% | -58.3% | -32.9% |
| YTD | +37.1% | +17.6% | +19.6% | +27.7% |
| 1Y | +24.5% | +13.8% | +10.7% | +17.4% |
| 3Y | +83.2% | +57.0% | +26.1% | +49.9% |
| 5Y | +44.0% | +75.3% | -31.4% | +12.6% |
| 10Y | +332.8% | +388.7% | -55.8% | +106.2% |
| All | +207.0% | +500.5% | -293.5% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling