+564.2%
EIX vs IWD
+728.9%
-164.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +9.1% | +2.7% | +6.5% | +6.9% |
| 3M | -10.2% | +0.9% | -11.1% | -10.8% |
| 6M | -11.2% | +10.5% | -21.8% | -18.1% |
| YTD | +4.5% | +23.7% | -19.2% | -11.8% |
| 1Y | +10.9% | +28.7% | -17.9% | -9.4% |
| 3Y | +8.4% | +79.7% | -71.3% | -31.7% |
| 5Y | +18.0% | +69.7% | -51.7% | -22.5% |
| 10Y | +30.3% | +211.4% | -181.1% | -46.8% |
| All | +564.2% | +728.9% | -164.7% | +11.9% |
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