+17.9%
EIX vs IT
-43.2%
+61.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.2% |
| 7D | +1.0% | -16.9% | +17.9% | +2.4% |
| 30D | +9.1% | +2.3% | +6.8% | +8.8% |
| 3M | -10.2% | +2.9% | -13.1% | -10.8% |
| 6M | -11.2% | +25.9% | -37.1% | -14.2% |
| YTD | +4.5% | -24.6% | +29.1% | +8.5% |
| 1Y | +10.9% | -16.0% | +26.9% | +12.9% |
| 3Y | +8.4% | -51.6% | +60.0% | +19.8% |
| All | +17.9% | -43.2% | +61.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling