+8.4%
EIX vs IRM
+90.1%
-81.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.7% |
| 7D | +1.0% | -8.6% | +9.6% | +3.3% |
| 30D | +9.1% | -8.0% | +17.1% | +11.3% |
| 3M | -10.2% | -12.0% | +1.7% | -7.4% |
| 6M | -11.2% | -18.2% | +6.9% | -6.8% |
| YTD | +4.5% | +31.4% | -26.9% | -4.2% |
| 1Y | +10.9% | +9.2% | +1.7% | +6.8% |
| 3Y | +8.4% | +94.6% | -86.2% | -24.8% |
| All | +8.4% | +90.1% | -81.7% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling