+32.2%
EIX vs IBB
+139.6%
-107.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +8.8% | +6.3% | +2.4% | +6.3% |
| 3M | -10.9% | +11.1% | -22.0% | -14.5% |
| 6M | -10.3% | +29.2% | -39.5% | -18.5% |
| YTD | +5.8% | +30.2% | -24.4% | -4.5% |
| 1Y | +11.4% | +39.5% | -28.1% | -2.1% |
| 3Y | +11.1% | +92.3% | -81.3% | -13.9% |
| 5Y | +18.5% | +43.0% | -24.5% | +0.8% |
| 10Y | +32.2% | +137.1% | -104.9% | -8.2% |
| All | +32.2% | +139.6% | -107.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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