+571.2%
EIX vs IWD
+745.9%
-174.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -1.5% | +1.7% | -3.1% | -2.7% |
| 30D | +8.1% | +3.2% | +4.9% | +5.5% |
| 3M | -12.1% | +2.3% | -14.4% | -13.7% |
| 6M | -13.4% | +12.9% | -26.4% | -21.4% |
| YTD | +5.6% | +26.2% | -20.7% | -12.3% |
| 1Y | +7.8% | +28.3% | -20.4% | -11.6% |
| 3Y | +9.8% | +84.4% | -74.6% | -32.2% |
| 5Y | +18.8% | +73.0% | -54.1% | -23.1% |
| 10Y | +34.4% | +203.3% | -168.9% | -44.0% |
| All | +571.2% | +745.9% | -174.8% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling