+264.8%
ICE vs EIX
+34.4%
+230.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.2% | -2.5% | +5.8% | +3.9% |
| 30D | +14.7% | +7.7% | +7.0% | +12.6% |
| 3M | +19.8% | -12.9% | +32.7% | +22.4% |
| 6M | +15.2% | -12.7% | +27.9% | +17.5% |
| YTD | +12.7% | +5.5% | +7.2% | +8.5% |
| 1Y | +20.4% | +9.4% | +11.0% | +14.7% |
| 3Y | +70.8% | +9.7% | +61.1% | +59.3% |
| 5Y | +43.9% | +16.9% | +27.0% | +30.6% |
| 10Y | +264.8% | +34.3% | +230.5% | +214.0% |
| All | +264.8% | +34.4% | +230.4% | +214.0% |
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