-5.7%
EIX vs ITOT
+74.3%
-80.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.8% | -2.0% | +2.8% | +1.7% |
| 30D | -18.8% | -2.0% | -16.8% | -18.1% |
| 3M | -19.7% | +4.5% | -24.2% | -21.5% |
| 6M | -18.2% | +12.6% | -30.9% | -23.4% |
| YTD | -1.7% | +12.0% | -13.7% | -7.8% |
| 1Y | +7.8% | +17.3% | -9.5% | -1.6% |
| All | -5.7% | +74.3% | -80.0% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling