+35.9%
EIX vs IWD
+203.0%
-167.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.4% | +2.3% | -0.9% | -0.6% |
| 30D | +8.5% | +3.6% | +5.0% | +5.3% |
| 3M | -13.5% | +2.2% | -15.6% | -15.0% |
| 6M | -12.4% | +13.0% | -25.3% | -21.2% |
| YTD | +5.9% | +26.5% | -20.6% | -13.8% |
| 1Y | +7.6% | +30.1% | -22.5% | -14.6% |
| 3Y | +12.8% | +84.9% | -72.1% | -33.9% |
| 5Y | +19.2% | +73.4% | -54.1% | -26.6% |
| All | +35.9% | +203.0% | -167.2% | -44.1% |
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