+24.6%
IOT vs EIX
-5.9%
+30.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | -4.7% | -18.8% | +14.1% | -3.4% |
| 3M | +17.8% | -19.7% | +37.5% | +18.8% |
| 6M | +16.8% | -18.2% | +35.1% | +17.2% |
| YTD | +8.4% | -1.7% | +10.2% | +5.0% |
| 1Y | -0.8% | +7.8% | -8.6% | -5.7% |
| All | +24.6% | -5.9% | +30.5% | +6.2% |
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