+21.3%
ESI vs IRE
-97.2%
+118.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +39.6% | -37.7% | -1.4% |
| 7D | -8.5% | -27.2% | +18.7% | -7.4% |
| 30D | -15.7% | -75.1% | +59.5% | -8.3% |
| 3M | -18.2% | -77.9% | +59.6% | -11.3% |
| 6M | -28.8% | -94.6% | +65.7% | -18.4% |
| YTD | +26.3% | -91.5% | +117.8% | +33.5% |
| 1Y | +18.2% | -97.8% | +116.1% | +31.9% |
| All | +21.3% | -97.2% | +118.5% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling