+10.0%
IEF vs EIX
-4.8%
+14.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -0.3% | +4.1% | -4.4% | -0.5% |
| 30D | -0.6% | -15.3% | +14.7% | -0.1% |
| 3M | -1.0% | -18.4% | +17.4% | -0.3% |
| 6M | -3.1% | -16.8% | +13.8% | -2.6% |
| YTD | -1.9% | -0.6% | -1.3% | -2.3% |
| 1Y | -1.4% | +10.7% | -12.0% | -2.5% |
| All | +10.0% | -4.8% | +14.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling