+682.0%
EIX vs IT
+6,105.9%
-5,423.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.3% |
| 7D | -19.1% | -6.0% | -13.1% | -18.6% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -20.0% | +13.1% | -33.1% | -21.6% |
| 6M | -21.3% | +11.7% | -33.0% | -23.2% |
| YTD | -1.7% | -26.1% | +24.4% | +0.1% |
| 1Y | +9.6% | -21.3% | +30.8% | +10.4% |
| 3Y | -3.7% | -46.7% | +43.1% | +0.5% |
| 5Y | +22.6% | -40.5% | +63.1% | +25.4% |
| 10Y | +17.7% | +103.9% | -86.2% | +4.1% |
| All | +682.0% | +6,105.9% | -5,423.9% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling