-1.3%
EIX vs IT
-51.4%
+50.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.4% | +11.9% | +4.7% |
| 7D | +0.9% | -9.1% | +10.0% | +1.1% |
| 30D | -13.5% | -7.0% | -6.5% | -13.5% |
| 3M | -15.3% | +7.6% | -22.9% | -15.8% |
| 6M | -15.3% | +2.1% | -17.5% | -15.6% |
| YTD | +2.7% | -31.6% | +34.3% | +6.5% |
| 1Y | +17.4% | -29.9% | +47.4% | +21.0% |
| 3Y | -1.3% | -51.3% | +49.9% | +7.3% |
| All | -1.3% | -51.4% | +50.0% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling