+144.5%
IBM vs EIX
+19.9%
+124.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +4.2% |
| 7D | +3.6% | +4.1% | -0.5% | +2.4% |
| 30D | +1.5% | -15.3% | +16.9% | +4.5% |
| 3M | -12.9% | -18.4% | +5.5% | -9.8% |
| 6M | -3.9% | -16.8% | +12.9% | -1.4% |
| YTD | -17.3% | -0.6% | -16.8% | -20.0% |
| 1Y | -5.0% | +10.7% | -15.6% | -11.2% |
| 3Y | +78.2% | -4.5% | +82.7% | +70.5% |
| 5Y | +120.6% | +24.0% | +96.6% | +90.3% |
| 10Y | +144.5% | +22.9% | +121.6% | +99.7% |
| All | +144.5% | +19.9% | +124.5% | +99.7% |
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