+22.7%
EIX vs IRM
+189.3%
-166.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -19.1% | -0.5% | -18.6% | -18.8% |
| 30D | -16.9% | -8.1% | -8.8% | -14.6% |
| 3M | -20.0% | -9.7% | -10.3% | -17.5% |
| 6M | -21.3% | +10.0% | -31.3% | -24.4% |
| YTD | -1.7% | +43.0% | -44.7% | -13.6% |
| 1Y | +9.6% | +32.7% | -23.1% | -2.0% |
| 3Y | -3.7% | +102.7% | -106.4% | -29.5% |
| All | +22.7% | +189.3% | -166.7% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling