+456.7%
EIX vs ITOT
+896.7%
-440.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | -19.1% | +0.1% | -19.2% | -19.2% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -20.0% | +2.0% | -22.0% | -21.4% |
| 6M | -21.3% | +13.0% | -34.4% | -28.3% |
| YTD | -1.7% | +14.0% | -15.7% | -11.1% |
| 1Y | +9.6% | +19.9% | -10.3% | -4.6% |
| 3Y | -3.7% | +75.8% | -79.5% | -37.2% |
| 5Y | +22.6% | +73.8% | -51.2% | -20.8% |
| 10Y | +17.7% | +295.9% | -278.2% | -59.4% |
| All | +456.7% | +896.7% | -440.0% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling