+909.8%
EIX vs IBB
+560.8%
+349.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -19.1% | +1.4% | -20.5% | -19.5% |
| 30D | -16.9% | +10.5% | -27.4% | -19.9% |
| 3M | -20.0% | +23.6% | -43.6% | -26.0% |
| 6M | -21.3% | +22.6% | -43.9% | -27.2% |
| YTD | -1.7% | +25.7% | -27.4% | -10.0% |
| 1Y | +9.6% | +51.4% | -41.8% | -6.2% |
| 3Y | -3.7% | +64.4% | -68.0% | -20.5% |
| 5Y | +22.6% | +22.1% | +0.5% | +10.6% |
| 10Y | +17.7% | +132.5% | -114.8% | -18.6% |
| All | +909.8% | +560.8% | +349.0% | +183.6% |
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