+356.7%
IP vs EIX
+1,083.9%
-727.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -5.3% | -19.1% | +13.8% | -0.3% |
| 30D | -10.9% | -16.9% | +6.1% | -7.1% |
| 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% | -22.7% |
| 3Y | +20.9% | -3.7% | +24.5% | +17.9% |
| 5Y | -17.8% | +22.6% | -40.4% | -25.9% |
| 10Y | +23.5% | +17.7% | +5.8% | +9.0% |
| All | +356.7% | +1,083.9% | -727.3% | +104.3% |
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 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