+39.3%
ESI vs IRE
-84.4%
+123.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.0% | -11.0% | +2.0% |
| 7D | +3.3% | +54.8% | -51.5% | 0.0% |
| 30D | -5.9% | +18.4% | -24.3% | -7.7% |
| 3M | -14.1% | -66.7% | +52.6% | -10.9% |
| 6M | +6.6% | -52.3% | +58.9% | +4.7% |
| YTD | +45.0% | -52.3% | +97.3% | +38.1% |
| All | +39.3% | -84.4% | +123.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling