+35.1%
EIX vs IWD
+203.8%
-168.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.0% | +1.6% | -0.6% | -0.4% |
| 30D | +8.9% | +3.6% | +5.3% | +5.6% |
| 3M | -9.8% | +2.0% | -11.8% | -11.3% |
| 6M | -10.2% | +13.1% | -23.3% | -19.3% |
| YTD | +5.9% | +26.2% | -20.3% | -13.6% |
| 1Y | +10.9% | +29.6% | -18.7% | -11.6% |
| 3Y | +10.2% | +84.3% | -74.1% | -35.2% |
| 5Y | +17.0% | +73.4% | -56.4% | -28.0% |
| 10Y | +35.1% | +202.5% | -167.4% | -43.8% |
| All | +35.1% | +203.8% | -168.7% | -43.8% |
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