+55.4%
IOT vs ESI
+60.3%
-4.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | -4.6% | +0.1% | -2.2% |
| 30D | -2.4% | -10.5% | +8.1% | +3.2% |
| 3M | +19.0% | -19.8% | +38.8% | +29.6% |
| 6M | +19.6% | +5.8% | +13.8% | +3.8% |
| YTD | +8.3% | +38.3% | -30.0% | -25.6% |
| 1Y | -0.8% | +31.5% | -32.3% | -29.2% |
| 3Y | +24.4% | +80.7% | -56.3% | -37.2% |
| All | +55.4% | +60.3% | -4.9% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling