+18.0%
EIX vs IFF
-20.3%
+38.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -19.3% | -0.3% | -19.0% | -19.2% |
| 3M | -21.7% | +8.4% | -30.1% | -23.7% |
| 6M | -19.8% | +23.0% | -42.9% | -25.4% |
| YTD | -3.0% | +25.5% | -28.5% | -10.5% |
| 1Y | +5.1% | +29.1% | -24.0% | -3.9% |
| 3Y | -7.0% | +31.7% | -38.6% | -17.0% |
| 5Y | +22.0% | -35.2% | +57.2% | +31.1% |
| All | +18.0% | -20.3% | +38.2% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling