+224.6%
ESI vs IBN
+423.7%
-199.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +3.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | -5.9% | -0.3% | -5.5% | -5.8% |
| 3M | -14.1% | +17.1% | -31.2% | -19.4% |
| 6M | +6.6% | +3.4% | +3.2% | +5.0% |
| YTD | +45.0% | +2.5% | +42.5% | +43.2% |
| 1Y | +41.5% | -4.2% | +45.6% | +42.9% |
| 3Y | +78.8% | +32.4% | +46.4% | +57.1% |
| 5Y | +70.9% | +59.2% | +11.7% | +39.0% |
| 10Y | +317.1% | +345.7% | -28.6% | +105.5% |
| All | +224.6% | +423.7% | -199.1% | +59.8% |
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