+2.3%
IP vs ESI
+27.8%
-25.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.2% | +2.7% |
| 7D | +3.4% | -6.6% | +10.0% | +5.1% |
| 30D | +11.2% | -10.9% | +22.2% | +14.4% |
| 3M | -14.8% | -13.8% | -1.0% | -11.9% |
| 6M | +17.3% | -21.5% | +38.8% | +23.0% |
| YTD | -6.2% | +34.7% | -40.8% | -25.7% |
| 1Y | +2.3% | +24.9% | -22.6% | -15.3% |
| All | +2.3% | +27.8% | -25.5% | -15.3% |
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