-5.0%
IBM vs EIX
+13.6%
-18.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.2% |
| 7D | +3.6% | +4.1% | -0.5% | +3.8% |
| 30D | +1.5% | -15.3% | +16.9% | +1.1% |
| 3M | -12.9% | -18.4% | +5.5% | -13.6% |
| 6M | -3.9% | -16.8% | +12.9% | -4.5% |
| YTD | -17.3% | -0.6% | -16.8% | -18.7% |
| 1Y | -5.0% | +10.7% | -15.6% | -6.5% |
| All | -5.0% | +13.6% | -18.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling