+23.9%
IP vs EIX
-3.3%
+27.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -5.3% | -19.1% | +13.8% | -0.5% |
| 30D | -10.9% | -16.9% | +6.1% | -7.4% |
| 3M | +11.2% | -20.0% | +31.2% | +17.2% |
| 6M | -10.2% | -21.3% | +11.1% | -5.0% |
| YTD | -2.0% | -1.7% | -0.3% | -3.1% |
| 1Y | -19.1% | +9.6% | -28.7% | -22.5% |
| All | +23.9% | -3.3% | +27.3% | +13.3% |
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