+17.6%
EIX vs IWD
+198.0%
-180.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -19.1% | -0.3% | -18.8% | -18.8% |
| 30D | -16.9% | +0.6% | -17.5% | -17.3% |
| 3M | -20.0% | +7.2% | -27.2% | -24.7% |
| 6M | -21.3% | +16.2% | -37.5% | -31.0% |
| YTD | -1.7% | +23.3% | -25.0% | -18.2% |
| 1Y | +9.6% | +29.6% | -20.0% | -12.6% |
| 3Y | -3.7% | +70.5% | -74.1% | -39.3% |
| 5Y | +22.6% | +73.5% | -50.9% | -24.5% |
| All | +17.6% | +198.0% | -180.5% | -53.4% |
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