+16.6%
EIX vs IFF
+44.8%
-28.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.7% |
| 7D | +4.5% | -3.3% | +7.8% | +4.8% |
| 30D | +15.2% | +5.3% | +9.9% | +14.2% |
| 3M | -11.6% | +8.9% | -20.5% | -12.6% |
| 6M | -8.4% | +26.3% | -34.7% | -12.2% |
| YTD | +8.2% | +32.2% | -24.0% | +1.4% |
| 1Y | +16.6% | +45.8% | -29.2% | +6.6% |
| All | +16.6% | +44.8% | -28.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling