-12.3%
IP vs ESI
+24.6%
-36.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.1% | -0.9% |
| 7D | -5.0% | -13.1% | +8.1% | 0.0% |
| 30D | +6.5% | -18.5% | +25.0% | +14.6% |
| 3M | -18.0% | -19.6% | +1.6% | -11.9% |
| 6M | +10.3% | -29.8% | +40.1% | +23.5% |
| YTD | -9.9% | +23.9% | -33.8% | -22.9% |
| 1Y | -1.1% | +15.0% | -16.0% | -12.6% |
| 3Y | +13.0% | +64.3% | -51.3% | -19.3% |
| 5Y | -12.3% | +26.3% | -38.6% | -34.6% |
| All | -12.3% | +24.6% | -36.8% | -34.6% |
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