+22.9%
EIX vs QID
-99.1%
+122.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.1% |
| 7D | +4.1% | -1.9% | +6.0% | +3.7% |
| 30D | -15.3% | +1.7% | -17.0% | -15.1% |
| 3M | -18.4% | -3.9% | -14.5% | -18.8% |
| 6M | -16.8% | -30.0% | +13.2% | -22.0% |
| YTD | -0.6% | -28.2% | +27.7% | -6.1% |
| 1Y | +10.7% | -35.6% | +46.3% | +2.4% |
| 3Y | -4.5% | -74.3% | +69.8% | -24.3% |
| 5Y | +24.0% | -80.8% | +104.9% | -1.6% |
| 10Y | +22.9% | -99.2% | +122.1% | -46.6% |
| All | +22.9% | -99.1% | +122.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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