+28.0%
ESI vs IRE
-98.1%
+126.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | +0.5% |
| 7D | +5.5% | -31.8% | +37.4% | +8.6% |
| 30D | -7.8% | -71.8% | +64.0% | -0.2% |
| 3M | -15.0% | -88.9% | +73.9% | -2.8% |
| 6M | -24.9% | -95.4% | +70.5% | -12.3% |
| YTD | +33.2% | -94.2% | +127.5% | +45.0% |
| 1Y | +24.9% | -97.1% | +122.0% | +39.1% |
| All | +28.0% | -98.1% | +126.1% | +43.8% |
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