+35.1%
EIX vs IAG
+336.8%
-301.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.6% |
| 7D | +1.0% | +16.8% | -15.9% | -0.2% |
| 30D | +8.9% | -1.5% | +10.4% | +8.8% |
| 3M | -9.8% | +0.5% | -10.3% | -10.1% |
| 6M | -10.2% | -1.0% | -9.2% | -10.8% |
| YTD | +5.9% | +12.3% | -6.4% | +3.4% |
| 1Y | +10.9% | +39.2% | -28.4% | +6.3% |
| 3Y | +10.2% | +712.3% | -702.1% | -10.7% |
| 5Y | +17.0% | +484.2% | -467.2% | -6.0% |
| 10Y | +35.1% | +382.3% | -347.2% | +2.8% |
| All | +35.1% | +336.8% | -301.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling