+819.2%
EIX vs IRM
+9,145.3%
-8,326.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.7% |
| 7D | +1.0% | -8.6% | +9.6% | +2.9% |
| 30D | +9.1% | -8.0% | +17.1% | +11.0% |
| 3M | -10.2% | -12.0% | +1.7% | -7.8% |
| 6M | -11.2% | -18.2% | +6.9% | -7.5% |
| YTD | +4.5% | +31.4% | -26.9% | -2.6% |
| 1Y | +10.9% | +9.2% | +1.7% | +7.5% |
| 3Y | +8.4% | +94.6% | -86.2% | -9.0% |
| 5Y | +18.0% | +170.2% | -152.2% | -8.6% |
| 10Y | +30.3% | +464.3% | -434.0% | -14.8% |
| All | +819.2% | +9,145.3% | -8,326.1% | +328.3% |
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