+34.3%
EIX vs IWD
+205.2%
-171.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -2.5% | -0.6% | -2.0% | -2.1% |
| 30D | +7.7% | +3.6% | +4.1% | +4.5% |
| 3M | -12.9% | +2.7% | -15.5% | -14.8% |
| 6M | -12.7% | +13.2% | -25.9% | -21.6% |
| YTD | +5.5% | +26.8% | -21.3% | -14.3% |
| 1Y | +9.4% | +29.3% | -19.9% | -12.7% |
| 3Y | +9.7% | +85.1% | -75.4% | -35.7% |
| 5Y | +16.9% | +74.2% | -57.3% | -28.3% |
| 10Y | +34.3% | +204.6% | -170.3% | -44.2% |
| All | +34.3% | +205.2% | -171.0% | -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