-2.4%
IEF vs EIX
+9.7%
-12.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -1.5% | -18.8% | +17.3% | -1.0% |
| 3M | -1.7% | -19.7% | +18.0% | -1.3% |
| 6M | -3.5% | -18.2% | +14.7% | -3.3% |
| YTD | -2.6% | -1.7% | -0.9% | -2.9% |
| 1Y | -2.4% | +7.8% | -10.1% | -2.9% |
| All | -2.4% | +9.7% | -12.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling