+16.6%
EIX vs IT
-17.9%
+34.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +3.2% |
| 7D | +4.5% | -5.5% | +10.0% | +4.3% |
| 30D | +15.2% | +10.3% | +4.9% | +16.0% |
| 3M | -11.6% | +11.5% | -23.1% | -10.9% |
| 6M | -8.4% | +40.3% | -48.6% | -6.7% |
| YTD | +8.2% | -17.9% | +26.1% | +14.9% |
| 1Y | +16.6% | -8.8% | +25.4% | +21.0% |
| All | +16.6% | -17.9% | +34.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling