+23.7%
IP vs EIX
+33.0%
-9.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +1.0% | -0.9% | -0.3% |
| 30D | +9.4% | +8.9% | +0.5% | +6.0% |
| 3M | -14.1% | -9.8% | -4.3% | -12.4% |
| 6M | +9.2% | -10.2% | +19.4% | +11.3% |
| YTD | -7.5% | +5.9% | -13.5% | -11.8% |
| 1Y | -2.8% | +10.9% | -13.7% | -9.0% |
| 3Y | +21.2% | +10.2% | +11.0% | +10.4% |
| 5Y | -11.5% | +17.0% | -28.5% | -22.4% |
| 10Y | +23.7% | +35.1% | -11.4% | -2.0% |
| All | +23.7% | +33.0% | -9.3% | -2.0% |
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