+319.9%
IP vs EIX
+1,190.5%
-870.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -5.0% | +2.5% | -7.5% | -5.7% |
| 30D | +6.5% | +14.1% | -7.5% | +2.4% |
| 3M | -18.0% | -9.4% | -8.6% | -16.8% |
| 6M | +10.3% | -9.1% | +19.4% | +11.7% |
| YTD | -9.9% | +7.1% | -17.0% | -13.2% |
| 1Y | -1.1% | +13.3% | -14.3% | -6.3% |
| 3Y | +13.0% | +10.9% | +2.1% | +5.7% |
| 5Y | -12.3% | +21.0% | -33.2% | -20.6% |
| 10Y | +26.8% | +33.6% | -6.8% | +7.8% |
| All | +319.9% | +1,190.5% | -870.6% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling