+862.0%
EIX vs IVZ
+1,117.8%
-255.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -19.1% | +0.6% | -19.7% | -19.2% |
| 30D | -16.9% | +4.0% | -20.9% | -17.6% |
| 3M | -20.0% | +18.2% | -38.2% | -22.9% |
| 6M | -21.3% | +32.8% | -54.1% | -26.1% |
| YTD | -1.7% | +28.7% | -30.5% | -7.4% |
| 1Y | +9.6% | +55.4% | -45.8% | -0.7% |
| 3Y | -3.7% | +135.2% | -138.9% | -21.0% |
| 5Y | +22.6% | +64.2% | -41.6% | +5.4% |
| 10Y | +17.7% | +64.6% | -46.9% | -5.9% |
| All | +862.0% | +1,117.8% | -255.8% | +520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling