-12.4%
IP vs ESI
+28.5%
-40.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -5.1% | -8.5% | +3.5% | -2.0% |
| 30D | +8.5% | -15.7% | +24.2% | +15.2% |
| 3M | -13.8% | -18.2% | +4.4% | -7.9% |
| 6M | +5.7% | -28.8% | +34.6% | +17.9% |
| YTD | -9.1% | +26.3% | -35.4% | -22.9% |
| 1Y | -0.8% | +18.2% | -19.0% | -13.5% |
| 3Y | +14.8% | +68.1% | -53.3% | -19.2% |
| All | -12.4% | +28.5% | -40.8% | -35.4% |
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