+345.2%
IR vs EIX
+16.3%
+328.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +10.3% | +8.8% | +1.6% | +7.4% |
| 3M | -0.1% | -10.9% | +10.8% | +1.8% |
| 6M | +14.8% | -10.3% | +25.0% | +16.2% |
| YTD | +9.7% | +5.8% | +3.9% | +4.6% |
| 1Y | +12.2% | +11.4% | +0.8% | +5.0% |
| 3Y | +30.0% | +11.1% | +18.9% | +18.1% |
| 5Y | +46.8% | +18.5% | +28.3% | +29.1% |
| All | +345.2% | +16.3% | +328.8% | +279.2% |
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