+21.2%
IGV vs EIX
+24.3%
-3.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -1.5% | +4.1% | -5.6% | -2.0% |
| 30D | -3.0% | -15.3% | +12.3% | -1.7% |
| 3M | +9.6% | -18.4% | +28.0% | +11.4% |
| 6M | +16.1% | -16.8% | +33.0% | +17.2% |
| YTD | -3.6% | -0.6% | -3.1% | -7.0% |
| 1Y | -7.8% | +10.7% | -18.5% | -13.6% |
| 3Y | +40.0% | -4.5% | +44.5% | +32.0% |
| 5Y | +21.2% | +24.0% | -2.8% | +7.6% |
| All | +21.2% | +24.3% | -3.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling