+337.2%
IP vs EIX
+1,203.3%
-866.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.6% |
| 7D | +3.4% | +4.5% | -1.1% | +2.0% |
| 30D | +11.2% | +15.2% | -4.0% | +6.6% |
| 3M | -14.8% | -11.6% | -3.2% | -12.9% |
| 6M | +17.3% | -8.4% | +25.6% | +18.5% |
| YTD | -6.2% | +8.2% | -14.4% | -9.9% |
| 1Y | +2.3% | +16.6% | -14.2% | -4.0% |
| 3Y | +17.7% | +12.0% | +5.7% | +9.7% |
| 5Y | -8.4% | +24.1% | -32.5% | -17.8% |
| 10Y | +32.1% | +34.9% | -2.8% | +12.0% |
| All | +337.2% | +1,203.3% | -866.1% | +89.9% |
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