+22.9%
IP vs EIX
+17.3%
+5.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -5.3% | -19.1% | +13.8% | +0.9% |
| 30D | -10.9% | -16.9% | +6.1% | -6.2% |
| 3M | +11.2% | -20.0% | +31.2% | +18.7% |
| 6M | -10.2% | -21.3% | +11.1% | -3.7% |
| YTD | -2.0% | -1.7% | -0.3% | -3.8% |
| 1Y | -19.1% | +9.6% | -28.7% | -24.0% |
| 3Y | +20.9% | -3.7% | +24.5% | +16.0% |
| 5Y | -17.8% | +22.6% | -40.4% | -29.6% |
| All | +22.9% | +17.3% | +5.7% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling