+16.6%
EIX vs IRE
-97.6%
+114.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -23.2% | +26.4% | +3.0% |
| 7D | +4.5% | -46.8% | +51.3% | +4.2% |
| 30D | +15.2% | -75.5% | +90.7% | +14.5% |
| 3M | -11.6% | -79.4% | +67.8% | -11.9% |
| 6M | -8.4% | -91.3% | +82.9% | -8.8% |
| YTD | +8.2% | -90.8% | +99.0% | +7.2% |
| 1Y | +16.6% | -97.7% | +114.3% | +18.3% |
| All | +16.6% | -97.6% | +114.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling