+730.0%
EIX vs IBN
+1,532.9%
-802.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | -19.1% | +1.4% | -20.5% | -19.3% |
| 30D | -16.9% | -0.3% | -16.6% | -17.0% |
| 3M | -20.0% | +17.1% | -37.1% | -22.0% |
| 6M | -21.3% | +3.4% | -24.7% | -21.9% |
| YTD | -1.7% | +2.5% | -4.2% | -2.4% |
| 1Y | +9.6% | -4.2% | +13.7% | +9.8% |
| 3Y | -3.7% | +32.4% | -36.1% | -8.4% |
| 5Y | +22.6% | +59.2% | -36.6% | +12.6% |
| 10Y | +17.7% | +345.7% | -328.0% | -10.0% |
| All | +730.0% | +1,532.9% | -802.9% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling