+27.2%
EIX vs IAG
+766.8%
-739.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +4.6% |
| 7D | +0.9% | +4.3% | -3.3% | +0.5% |
| 30D | -13.5% | +9.8% | -23.3% | -14.3% |
| 3M | -15.3% | +28.9% | -44.2% | -17.4% |
| 6M | -15.3% | -7.6% | -7.7% | -15.4% |
| YTD | +2.7% | +22.0% | -19.2% | -0.5% |
| 1Y | +17.4% | +99.5% | -82.1% | +8.0% |
| 3Y | -1.3% | +818.3% | -819.6% | -24.8% |
| 5Y | +27.2% | +785.9% | -758.7% | -9.8% |
| All | +27.2% | +766.8% | -739.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling