+23.9%
IR vs EIX
+10.6%
+13.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.5% | +1.4% | +1.2% | +2.3% |
| 30D | +9.2% | +8.5% | +0.6% | +7.5% |
| 3M | +0.9% | -13.5% | +14.4% | +3.1% |
| 6M | +19.2% | -12.4% | +31.6% | +21.2% |
| YTD | +7.5% | +5.9% | +1.6% | +3.8% |
| 1Y | +11.7% | +7.6% | +4.1% | +7.4% |
| 3Y | +23.9% | +12.8% | +11.1% | +13.2% |
| All | +23.9% | +10.6% | +13.4% | +13.2% |
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 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