+149.9%
IBM vs EIX
+30.9%
+119.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | +8.4% | +8.8% | -0.4% | +6.1% |
| 3M | +4.5% | -10.9% | +15.4% | +6.1% |
| 6M | +7.9% | -10.3% | +18.2% | +8.7% |
| YTD | -15.2% | +5.8% | -21.1% | -19.3% |
| 1Y | -17.6% | +11.4% | -29.0% | -22.8% |
| 3Y | +82.1% | +11.1% | +71.0% | +66.4% |
| 5Y | +143.3% | +18.5% | +124.9% | +114.5% |
| 10Y | +149.9% | +32.2% | +117.7% | +101.9% |
| All | +149.9% | +30.9% | +119.0% | +101.9% |
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