+990.2%
IBKR vs EIX
+19.9%
+970.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -1.3% | -1.4% | 0.0% | -1.1% |
| 30D | -0.2% | -19.3% | +19.1% | +2.9% |
| 3M | +3.0% | -21.7% | +24.6% | +6.7% |
| 6M | +33.9% | -19.8% | +53.7% | +37.6% |
| YTD | +42.5% | -3.0% | +45.5% | +39.5% |
| 1Y | +44.9% | +5.1% | +39.8% | +38.6% |
| 3Y | +293.0% | -7.0% | +300.0% | +280.2% |
| 5Y | +497.7% | +22.0% | +475.6% | +429.8% |
| All | +990.2% | +19.9% | +970.3% | +847.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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