+726.1%
EIX vs IAG
+337.4%
+388.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.2% | -9.7% | -3.0% |
| 7D | +1.0% | +21.4% | -20.4% | -0.4% |
| 30D | +9.1% | +4.0% | +5.1% | +8.7% |
| 3M | -10.2% | +17.0% | -27.3% | -11.6% |
| 6M | -11.2% | +1.4% | -12.7% | -12.0% |
| YTD | +4.5% | +13.8% | -9.3% | +2.0% |
| 1Y | +10.9% | +55.8% | -44.9% | +5.7% |
| 3Y | +8.4% | +647.4% | -639.0% | -10.1% |
| 5Y | +18.0% | +519.1% | -501.2% | -3.4% |
| 10Y | +30.3% | +345.6% | -315.3% | +3.7% |
| All | +726.1% | +337.4% | +388.8% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling