+83.6%
IYR vs EIX
+35.3%
+48.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +6.6% | +8.5% | -2.0% | +3.4% |
| 3M | -1.8% | -13.5% | +11.6% | +1.5% |
| 6M | +1.4% | -12.4% | +13.8% | +4.0% |
| YTD | +10.5% | +5.9% | +4.6% | +4.5% |
| 1Y | +10.6% | +7.6% | +3.0% | +3.9% |
| 3Y | +41.8% | +12.8% | +29.0% | +27.0% |
| 5Y | +6.0% | +19.2% | -13.2% | -7.9% |
| All | +83.6% | +35.3% | +48.3% | +39.0% |
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