+40.6%
ICE vs EIX
+28.1%
+12.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +5.0% | -13.5% | +18.5% | +7.2% |
| 3M | +13.9% | -15.3% | +29.1% | +16.8% |
| 6M | -4.4% | -15.3% | +10.9% | -2.2% |
| YTD | -1.9% | +2.7% | -4.6% | -5.1% |
| 1Y | -8.1% | +17.4% | -25.6% | -14.6% |
| 3Y | +42.5% | -1.3% | +43.8% | +36.8% |
| 5Y | +40.6% | +27.2% | +13.5% | +23.9% |
| All | +40.6% | +28.1% | +12.5% | +23.9% |
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