+677.2%
EIX vs IAG
+377.5%
+299.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | -19.1% | -0.5% | -18.6% | -19.1% |
| 30D | -16.9% | +28.9% | -45.8% | -18.5% |
| 3M | -20.0% | +19.1% | -39.1% | -21.4% |
| 6M | -21.3% | -10.3% | -11.1% | -21.3% |
| YTD | -1.7% | +24.2% | -25.9% | -4.4% |
| 1Y | +9.6% | +116.5% | -106.9% | +1.8% |
| 3Y | -3.7% | +742.8% | -746.5% | -20.8% |
| 5Y | +22.6% | +753.3% | -730.7% | -1.8% |
| 10Y | +17.7% | +403.2% | -385.5% | -7.3% |
| All | +677.2% | +377.5% | +299.7% | +421.7% |
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