+12.3%
EIX vs IBB
+91.0%
-78.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.5% | -1.4% | -1.2% | -2.2% |
| 30D | +7.7% | +6.8% | +0.9% | +5.3% |
| 3M | -12.9% | +9.2% | -22.1% | -15.7% |
| 6M | -12.7% | +28.3% | -41.0% | -20.3% |
| YTD | +5.5% | +29.4% | -23.9% | -4.5% |
| 1Y | +9.4% | +33.2% | -23.8% | -2.2% |
| All | +12.3% | +91.0% | -78.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling