+26.5%
IP vs EIX
+29.5%
-2.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.8% |
| 7D | -5.1% | +1.0% | -6.0% | -5.4% |
| 30D | +8.5% | +9.1% | -0.6% | +5.1% |
| 3M | -13.8% | -10.2% | -3.6% | -12.1% |
| 6M | +5.7% | -11.2% | +17.0% | +8.3% |
| YTD | -9.1% | +4.5% | -13.6% | -12.9% |
| 1Y | -0.8% | +10.9% | -11.7% | -7.1% |
| 3Y | +14.8% | +8.4% | +6.4% | +5.2% |
| 5Y | -11.5% | +18.0% | -29.5% | -22.7% |
| All | +26.5% | +29.5% | -2.9% | +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