+362.3%
IGV vs EIX
+34.4%
+327.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.3% | -2.5% | +1.3% | -0.8% |
| 30D | -8.1% | +7.7% | -15.8% | -9.4% |
| 3M | -1.6% | -12.9% | +11.2% | 0.0% |
| 6M | +12.7% | -12.7% | +25.4% | +14.0% |
| YTD | -3.3% | +5.5% | -8.7% | -7.1% |
| 1Y | -7.9% | +9.4% | -17.3% | -12.4% |
| 3Y | +40.3% | +9.7% | +30.7% | +30.2% |
| 5Y | +17.3% | +16.9% | +0.4% | +6.1% |
| 10Y | +362.3% | +34.3% | +328.0% | +281.3% |
| All | +362.3% | +34.4% | +327.9% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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