+2,551.3%
ICE vs EIX
+199.9%
+2,351.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.2% | +1.0% | +2.2% | +2.7% |
| 30D | +12.9% | +8.9% | +4.1% | +8.6% |
| 3M | +17.5% | -9.8% | +27.3% | +19.8% |
| 6M | +14.0% | -10.2% | +24.2% | +15.8% |
| YTD | +10.0% | +5.9% | +4.1% | +2.1% |
| 1Y | +19.5% | +10.9% | +8.6% | +8.3% |
| 3Y | +66.8% | +10.2% | +56.6% | +44.8% |
| 5Y | +40.3% | +17.0% | +23.3% | +15.1% |
| 10Y | +249.7% | +35.1% | +214.6% | +127.5% |
| All | +2,551.3% | +199.9% | +2,351.4% | +638.3% |
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