+22.2%
ESI vs IRE
-97.7%
+119.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.5% | +11.4% | -1.0% |
| 7D | +8.3% | +11.1% | -2.8% | +6.5% |
| 30D | -10.4% | -75.2% | +64.7% | -2.2% |
| 3M | -13.2% | -86.4% | +73.2% | -1.8% |
| 6M | -23.9% | -94.8% | +71.0% | -11.4% |
| YTD | +34.2% | -93.3% | +127.5% | +43.9% |
| 1Y | +22.2% | -97.5% | +119.7% | +36.9% |
| All | +22.2% | -97.7% | +119.9% | +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