+22.9%
EIX vs IT
+88.4%
-65.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | +4.1% | -9.1% | +13.2% | +5.6% |
| 30D | -15.3% | -12.2% | -3.2% | -13.7% |
| 3M | -18.4% | +7.8% | -26.2% | -20.7% |
| 6M | -16.8% | +2.0% | -18.8% | -18.9% |
| YTD | -0.6% | -32.7% | +32.2% | +5.5% |
| 1Y | +10.7% | -31.1% | +41.8% | +16.1% |
| 3Y | -4.5% | -52.1% | +47.6% | +6.3% |
| 5Y | +24.0% | -46.3% | +70.3% | +30.9% |
| 10Y | +22.9% | +91.4% | -68.4% | -12.1% |
| All | +22.9% | +88.4% | -65.5% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling