+35.4%
EIX vs IRM
+524.5%
-489.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | -1.5% | +8.6% | -10.1% | -4.5% |
| 30D | +8.1% | 0.0% | +8.1% | +7.7% |
| 3M | -12.1% | -7.1% | -5.0% | -10.1% |
| 6M | -13.4% | -7.9% | -5.5% | -11.5% |
| YTD | +5.6% | +41.3% | -35.7% | -9.0% |
| 1Y | +7.8% | +20.7% | -12.9% | -1.6% |
| 3Y | +9.8% | +112.2% | -102.3% | -23.2% |
| 5Y | +18.8% | +191.2% | -172.4% | -28.7% |
| All | +35.4% | +524.5% | -489.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling