+143.3%
IBM vs EIX
+19.1%
+124.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | +8.4% | +8.8% | -0.4% | +7.1% |
| 3M | +4.5% | -10.9% | +15.4% | +5.5% |
| 6M | +7.9% | -10.3% | +18.2% | +8.3% |
| YTD | -15.2% | +5.8% | -21.1% | -18.5% |
| 1Y | -17.6% | +11.4% | -29.0% | -21.8% |
| 3Y | +82.1% | +11.1% | +71.0% | +68.7% |
| 5Y | +143.3% | +18.5% | +124.9% | +118.2% |
| All | +143.3% | +19.1% | +124.2% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling