-0.8%
IOT vs ESI
+34.2%
-35.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.5% | -4.6% | +0.1% | -4.3% |
| 30D | -2.4% | -10.5% | +8.1% | -2.1% |
| 3M | +19.0% | -19.8% | +38.8% | +19.2% |
| 6M | +19.6% | +5.8% | +13.8% | +9.6% |
| YTD | +8.3% | +38.3% | -30.0% | -21.3% |
| 1Y | -0.8% | +31.5% | -32.3% | -24.0% |
| All | -0.8% | +34.2% | -35.0% | -24.0% |
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