+18.2%
ESI vs IRE
-98.3%
+116.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +39.6% | -37.7% | -1.5% |
| 7D | -8.5% | -27.2% | +18.7% | -7.3% |
| 30D | -15.7% | -75.1% | +59.5% | -8.1% |
| 3M | -18.2% | -77.9% | +59.6% | -11.1% |
| 6M | -28.8% | -94.6% | +65.7% | -18.1% |
| YTD | +26.3% | -91.5% | +117.8% | +33.6% |
| 1Y | +18.2% | -97.8% | +116.1% | +32.9% |
| All | +18.2% | -98.3% | +116.6% | +32.9% |
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