+22.9%
EIX vs IVZ
+60.3%
-37.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +4.1% | +1.2% | +2.9% | +3.7% |
| 30D | -15.3% | +1.8% | -17.1% | -15.8% |
| 3M | -18.4% | +15.7% | -34.2% | -21.9% |
| 6M | -16.8% | +36.3% | -53.2% | -24.2% |
| YTD | -0.6% | +24.9% | -25.5% | -7.6% |
| 1Y | +10.7% | +48.9% | -38.3% | -2.3% |
| 3Y | -4.5% | +136.8% | -141.3% | -28.1% |
| 5Y | +24.0% | +60.0% | -35.9% | +0.6% |
| 10Y | +22.9% | +63.4% | -40.5% | -24.0% |
| All | +22.9% | +60.3% | -37.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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