+26.5%
IP vs ESI
+312.6%
-286.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -5.1% | -8.5% | +3.5% | -1.7% |
| 30D | +8.5% | -15.7% | +24.2% | +15.8% |
| 3M | -13.8% | -18.2% | +4.4% | -7.4% |
| 6M | +5.7% | -28.8% | +34.6% | +18.8% |
| YTD | -9.1% | +26.3% | -35.4% | -22.5% |
| 1Y | -0.8% | +18.2% | -19.0% | -12.9% |
| 3Y | +14.8% | +68.1% | -53.3% | -17.3% |
| 5Y | -11.5% | +28.8% | -40.3% | -29.9% |
| All | +26.5% | +312.6% | -286.1% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling