+35.4%
EIX vs IWD
+202.4%
-166.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -1.5% | +1.7% | -3.1% | -2.9% |
| 30D | +8.1% | +3.2% | +4.9% | +5.2% |
| 3M | -12.1% | +2.3% | -14.4% | -13.8% |
| 6M | -13.4% | +12.9% | -26.4% | -22.2% |
| YTD | +5.6% | +26.2% | -20.7% | -13.9% |
| 1Y | +7.8% | +28.3% | -20.4% | -13.3% |
| 3Y | +9.8% | +84.4% | -74.6% | -35.5% |
| 5Y | +18.8% | +73.0% | -54.1% | -26.7% |
| All | +35.4% | +202.4% | -166.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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