-4.6%
EIX vs IBN
+25.8%
-30.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | +4.1% | -5.1% | +9.2% | +4.9% |
| 30D | -15.3% | -3.5% | -11.8% | -15.0% |
| 3M | -18.4% | +11.3% | -29.7% | -20.5% |
| 6M | -16.8% | +4.4% | -21.3% | -18.0% |
| YTD | -0.6% | -1.8% | +1.3% | -0.8% |
| 1Y | +10.7% | -8.0% | +18.6% | +11.7% |
| All | -4.6% | +25.8% | -30.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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