+764.8%
EIX vs IRM
+9,964.6%
-9,199.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -19.1% | -0.5% | -18.6% | -18.9% |
| 30D | -16.9% | -8.1% | -8.8% | -15.2% |
| 3M | -20.0% | -9.7% | -10.3% | -18.2% |
| 6M | -21.3% | +10.0% | -31.3% | -23.3% |
| YTD | -1.7% | +43.0% | -44.7% | -9.9% |
| 1Y | +9.6% | +32.7% | -23.1% | +1.8% |
| 3Y | -3.7% | +102.7% | -106.4% | -19.7% |
| 5Y | +22.6% | +187.6% | -165.0% | -6.2% |
| 10Y | +17.7% | +420.1% | -402.4% | -22.1% |
| All | +764.8% | +9,964.6% | -9,199.8% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling