+6.7%
IYR vs ESI
+44.9%
-38.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | +6.1% | -6.6% | +12.7% | +7.3% |
| 3M | +0.9% | -9.4% | +10.3% | +2.5% |
| 6M | +1.2% | -24.1% | +25.3% | +6.3% |
| YTD | +11.1% | +37.1% | -26.0% | -4.4% |
| 1Y | +9.0% | +24.5% | -15.6% | -3.5% |
| 3Y | +41.4% | +83.2% | -41.7% | +3.5% |
| 5Y | +6.7% | +44.0% | -37.3% | -16.3% |
| All | +6.7% | +44.9% | -38.2% | -16.3% |
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