+12.8%
EIX vs INDA
+17.4%
-4.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.0% | +6.2% | -5.2% | -0.6% |
| 30D | +8.9% | +12.4% | -3.5% | +5.7% |
| 3M | -9.8% | +3.2% | -12.9% | -10.6% |
| 6M | -10.2% | +3.8% | -14.0% | -11.2% |
| YTD | +5.9% | -4.3% | +10.3% | +7.5% |
| 1Y | +10.9% | -4.5% | +15.4% | +12.5% |
| All | +12.8% | +17.4% | -4.6% | -7.7% |
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