+984.6%
EIX vs IBB
+565.6%
+419.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.1% |
| 30D | +8.1% | +6.7% | +1.4% | +5.5% |
| 3M | -12.1% | +6.3% | -18.5% | -14.4% |
| 6M | -13.4% | +23.9% | -37.3% | -20.2% |
| YTD | +5.6% | +26.6% | -21.0% | -3.8% |
| 1Y | +7.8% | +29.6% | -21.8% | -2.6% |
| 3Y | +9.8% | +86.1% | -76.2% | -13.5% |
| 5Y | +18.8% | +40.3% | -21.5% | +2.0% |
| 10Y | +34.4% | +128.1% | -93.6% | -6.3% |
| All | +984.6% | +565.6% | +419.0% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling