+80.7%
ESI vs IFF
+29.0%
+51.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.6% | -3.2% | -1.5% | -3.5% |
| 30D | -10.5% | -0.3% | -10.2% | -10.5% |
| 3M | -19.8% | +8.4% | -28.3% | -23.0% |
| 6M | +5.8% | +23.0% | -17.2% | -4.5% |
| YTD | +38.3% | +25.5% | +12.8% | +23.2% |
| 1Y | +31.5% | +29.1% | +2.5% | +15.4% |
| 3Y | +80.7% | +31.7% | +49.0% | +51.7% |
| All | +80.7% | +29.0% | +51.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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