+37.7%
IGV vs EIX
+10.5%
+27.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +1.0% | -3.2% | -2.3% |
| 30D | -11.0% | +8.9% | -19.8% | -11.0% |
| 3M | -4.5% | -9.8% | +5.3% | -4.4% |
| 6M | +10.1% | -10.2% | +20.3% | +9.8% |
| YTD | -5.1% | +5.9% | -11.0% | -7.6% |
| 1Y | -10.2% | +10.9% | -21.1% | -13.2% |
| 3Y | +37.7% | +10.2% | +27.5% | +27.7% |
| All | +37.7% | +10.5% | +27.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling