-8.8%
IT vs ESI
+27.8%
-36.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +0.2% |
| 7D | -5.5% | -6.6% | +1.1% | -6.9% |
| 30D | +10.3% | -10.9% | +21.3% | +7.9% |
| 3M | +11.5% | -13.8% | +25.3% | +9.2% |
| 6M | +40.3% | -21.5% | +61.8% | +35.9% |
| YTD | -17.9% | +34.7% | -52.5% | -28.0% |
| 1Y | -8.8% | +24.9% | -33.7% | -18.7% |
| All | -8.8% | +27.8% | -36.6% | -18.7% |
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