+210.5%
ICE vs EIX
+21.5%
+189.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -5.3% | +0.8% | -6.1% | -5.6% |
| 30D | +3.0% | -18.8% | +21.8% | +7.2% |
| 3M | +11.4% | -19.7% | +31.1% | +16.1% |
| 6M | -2.0% | -18.2% | +16.2% | +1.4% |
| YTD | -3.1% | -1.7% | -1.4% | -5.0% |
| 1Y | -8.4% | +7.8% | -16.1% | -12.6% |
| 3Y | +40.7% | -5.6% | +46.4% | +36.9% |
| 5Y | +40.0% | +23.7% | +16.3% | +24.9% |
| All | +210.5% | +21.5% | +189.0% | +168.5% |
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 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