+12.2%
IOT vs ESI
+44.5%
-32.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.5% |
| 7D | -2.3% | +3.3% | -5.7% | -2.5% |
| 30D | +3.8% | -5.9% | +9.7% | +4.0% |
| 3M | +14.2% | -14.1% | +28.3% | +14.0% |
| 6M | +40.1% | +6.6% | +33.5% | +29.0% |
| YTD | +13.4% | +45.0% | -31.6% | -20.6% |
| 1Y | +12.2% | +41.5% | -29.3% | -18.6% |
| All | +12.2% | +44.5% | -32.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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