+35.9%
EIX vs ITOT
+287.5%
-251.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +1.4% | +2.5% | -1.1% | -0.3% |
| 30D | +8.5% | -1.7% | +10.2% | +9.6% |
| 3M | -13.5% | -3.4% | -10.1% | -11.7% |
| 6M | -12.4% | +2.1% | -14.5% | -14.1% |
| YTD | +5.9% | +11.5% | -5.6% | -2.5% |
| 1Y | +7.6% | +13.6% | -6.0% | -2.3% |
| 3Y | +12.8% | +77.2% | -64.4% | -26.3% |
| 5Y | +19.2% | +64.4% | -45.1% | -18.9% |
| All | +35.9% | +287.5% | -251.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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