+711.5%
IYR vs EIX
+548.9%
+162.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | +6.1% | +7.7% | -1.6% | +3.8% |
| 3M | +0.9% | -12.9% | +13.8% | +3.5% |
| 6M | +1.2% | -12.7% | +13.8% | +3.4% |
| YTD | +11.1% | +5.5% | +5.7% | +7.0% |
| 1Y | +9.0% | +9.4% | -0.4% | +3.7% |
| 3Y | +41.4% | +9.7% | +31.7% | +32.2% |
| 5Y | +6.7% | +16.9% | -10.3% | -2.5% |
| 10Y | +87.7% | +34.3% | +53.4% | +59.7% |
| All | +711.5% | +548.9% | +162.5% | +426.8% |
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