+126.2%
IYR vs ESI
+224.6%
-98.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.3% |
| 7D | -1.2% | +3.3% | -4.6% | -1.9% |
| 30D | -2.9% | -5.9% | +3.0% | -1.9% |
| 3M | +0.8% | -14.1% | +14.9% | +2.8% |
| 6M | +1.9% | +6.6% | -4.7% | -1.1% |
| YTD | +9.6% | +45.0% | -35.4% | -0.2% |
| 1Y | +8.1% | +41.5% | -33.4% | -1.5% |
| 3Y | +29.2% | +78.8% | -49.6% | +10.9% |
| 5Y | +4.3% | +70.9% | -66.6% | -10.8% |
| 10Y | +64.7% | +317.1% | -252.4% | +18.5% |
| All | +126.2% | +224.6% | -98.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling