+24.9%
ESI vs IRE
-97.6%
+122.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.2% | +18.6% | -2.8% |
| 7D | -6.6% | -46.8% | +40.3% | -2.5% |
| 30D | -10.9% | -75.5% | +64.6% | -2.4% |
| 3M | -13.8% | -79.4% | +65.6% | -5.4% |
| 6M | -21.5% | -91.3% | +69.7% | -12.2% |
| YTD | +34.7% | -90.8% | +125.5% | +43.2% |
| 1Y | +24.9% | -97.7% | +122.6% | +38.6% |
| All | +24.9% | -97.6% | +122.4% | +38.6% |
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