+10.7%
EIX vs IT
-30.5%
+41.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.3% |
| 7D | +4.1% | -9.1% | +13.2% | +3.5% |
| 30D | -15.3% | -12.2% | -3.2% | -16.0% |
| 3M | -18.4% | +7.8% | -26.2% | -18.5% |
| 6M | -16.8% | +2.0% | -18.8% | -16.6% |
| YTD | -0.6% | -32.7% | +32.2% | +1.0% |
| 1Y | +10.7% | -31.1% | +41.8% | +11.4% |
| All | +10.7% | -30.5% | +41.2% | +11.4% |
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