+291.3%
IR vs EIX
+8.0%
+283.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -2.8% | -19.1% | +16.3% | +2.6% |
| 30D | -15.1% | -16.9% | +1.8% | -11.5% |
| 3M | +6.1% | -20.0% | +26.1% | +11.8% |
| 6M | -16.8% | -21.3% | +4.5% | -11.9% |
| YTD | -3.5% | -1.7% | -1.8% | -5.7% |
| 1Y | -3.5% | +9.6% | -13.1% | -9.4% |
| 3Y | +9.5% | -3.7% | +13.2% | +4.6% |
| 5Y | +45.1% | +22.6% | +22.5% | +25.9% |
| All | +291.3% | +8.0% | +283.2% | +241.8% |
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