+23.7%
EIX vs IFF
-36.2%
+59.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.4% |
| 30D | -18.8% | -1.1% | -17.7% | -18.6% |
| 3M | -19.7% | +13.8% | -33.5% | -22.0% |
| 6M | -18.2% | +16.7% | -34.9% | -21.7% |
| YTD | -1.7% | +26.1% | -27.9% | -7.6% |
| 1Y | +7.8% | +33.5% | -25.8% | -0.1% |
| 3Y | -5.6% | +31.6% | -37.2% | -12.9% |
| 5Y | +23.7% | -34.9% | +58.5% | +24.5% |
| All | +23.7% | -36.2% | +59.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling