+27.2%
EIX vs IBN
+56.7%
-29.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.1% | +5.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -13.5% | -2.3% | -11.3% | -13.3% |
| 3M | -15.3% | +15.9% | -31.1% | -18.1% |
| 6M | -15.3% | +5.6% | -20.9% | -16.7% |
| YTD | +2.7% | -0.1% | +2.8% | +2.2% |
| 1Y | +17.4% | -6.5% | +24.0% | +18.4% |
| 3Y | -1.3% | +29.3% | -30.6% | -7.8% |
| 5Y | +27.2% | +56.6% | -29.4% | +15.3% |
| All | +27.2% | +56.7% | -29.5% | +15.3% |
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