+21.2%
IP vs ESI
+78.7%
-57.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | 0.0% | -6.6% | +6.6% | +2.2% |
| 30D | +9.4% | -9.8% | +19.2% | +12.6% |
| 3M | -14.1% | -11.9% | -2.1% | -11.2% |
| 6M | +9.2% | -25.1% | +34.3% | +18.0% |
| YTD | -7.5% | +31.9% | -39.4% | -21.9% |
| 1Y | -2.8% | +19.2% | -22.0% | -14.6% |
| 3Y | +21.2% | +76.2% | -54.9% | -17.2% |
| All | +21.2% | +78.7% | -57.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling