-1.3%
EIX vs INDA
+10.1%
-11.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +4.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | -13.5% | -2.5% | -11.0% | -13.0% |
| 3M | -15.3% | +4.0% | -19.2% | -16.4% |
| 6M | -15.3% | -1.8% | -13.5% | -15.2% |
| YTD | +2.7% | -9.2% | +11.9% | +5.8% |
| 1Y | +17.4% | -7.2% | +24.6% | +19.8% |
| 3Y | -1.3% | +9.8% | -11.2% | -12.4% |
| All | -1.3% | +10.1% | -11.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling