+115.5%
IBM vs EIX
+22.8%
+92.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | -19.1% | +18.8% | +2.3% |
| 30D | +0.3% | -16.9% | +17.2% | +2.3% |
| 3M | -21.6% | -20.0% | -1.6% | -19.7% |
| 6M | -4.7% | -21.3% | +16.6% | -2.3% |
| YTD | -19.1% | -1.7% | -17.4% | -21.3% |
| 1Y | -2.5% | +9.6% | -12.1% | -7.7% |
| 3Y | +74.2% | -3.7% | +77.8% | +66.8% |
| All | +115.5% | +22.8% | +92.7% | +95.4% |
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