+24.0%
EIX vs INDA
+5.9%
+18.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +4.1% | -2.6% | +6.7% | +5.0% |
| 30D | -15.3% | -2.9% | -12.4% | -14.5% |
| 3M | -18.4% | +2.4% | -20.8% | -19.3% |
| 6M | -16.8% | -2.6% | -14.2% | -16.4% |
| YTD | -0.6% | -10.0% | +9.4% | +3.0% |
| 1Y | +10.7% | -7.7% | +18.3% | +13.4% |
| 3Y | -4.5% | +8.9% | -13.4% | -9.9% |
| 5Y | +24.0% | +6.0% | +18.1% | +13.6% |
| All | +24.0% | +5.9% | +18.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling