+2,413.6%
IBM vs EIX
+1,083.9%
+1,329.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.3% | -19.1% | +18.8% | +3.0% |
| 30D | +0.3% | -16.9% | +17.2% | +3.0% |
| 3M | -21.6% | -20.0% | -1.6% | -19.1% |
| 6M | -4.7% | -21.3% | +16.6% | -1.6% |
| YTD | -19.1% | -1.7% | -17.4% | -20.3% |
| 1Y | -2.5% | +9.6% | -12.1% | -6.2% |
| 3Y | +74.2% | -3.7% | +77.8% | +69.8% |
| 5Y | +113.1% | +22.6% | +90.5% | +96.7% |
| 10Y | +133.5% | +17.7% | +115.9% | +112.0% |
| All | +2,413.6% | +1,083.9% | +1,329.7% | +1,269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling