+5.7%
IYR vs ESI
+74.4%
-68.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.9% | +3.9% | -4.8% | -1.8% |
| 30D | -2.4% | -3.8% | +1.4% | -1.6% |
| 3M | -2.0% | -13.1% | +11.1% | +0.1% |
| 6M | +2.5% | +11.3% | -8.9% | -3.6% |
| YTD | +8.3% | +44.1% | -35.8% | -6.8% |
| 1Y | +6.5% | +40.3% | -33.9% | -8.1% |
| 3Y | +29.3% | +84.1% | -54.7% | -2.7% |
| 5Y | +5.7% | +75.8% | -70.1% | -21.0% |
| All | +5.7% | +74.4% | -68.8% | -21.0% |
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