+17.9%
EIX vs IBN
+68.5%
-50.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.3% |
| 7D | +1.0% | +15.1% | -14.1% | -1.8% |
| 30D | +9.1% | +21.6% | -12.5% | +4.9% |
| 3M | -10.2% | +11.2% | -21.4% | -12.3% |
| 6M | -11.2% | +27.8% | -39.0% | -16.0% |
| YTD | +4.5% | +14.7% | -10.2% | +1.0% |
| 1Y | +10.9% | +14.4% | -3.5% | +7.2% |
| 3Y | +8.4% | +52.1% | -43.7% | -2.8% |
| All | +17.9% | +68.5% | -50.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling