+222.6%
ESI vs IFF
+37.2%
+185.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +3.9% | -3.0% | +6.9% | +5.5% |
| 30D | -3.8% | -0.9% | -2.9% | -3.5% |
| 3M | -13.1% | +11.8% | -25.0% | -19.0% |
| 6M | +11.3% | +16.5% | -5.2% | +0.1% |
| YTD | +44.1% | +26.5% | +17.6% | +23.6% |
| 1Y | +40.3% | +32.7% | +7.6% | +16.8% |
| 3Y | +84.1% | +32.0% | +52.1% | +49.1% |
| 5Y | +75.8% | -36.1% | +111.9% | +105.8% |
| 10Y | +320.7% | -20.1% | +340.8% | +291.9% |
| All | +222.6% | +37.2% | +185.4% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling