+315.2%
IVV vs EIX
+17.2%
+298.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | -19.1% | +19.2% | +4.6% |
| 30D | +0.1% | -16.9% | +17.0% | +3.5% |
| 3M | +2.0% | -20.0% | +22.0% | +6.3% |
| 6M | +13.0% | -21.3% | +34.4% | +18.2% |
| YTD | +13.6% | -1.7% | +15.3% | +11.0% |
| 1Y | +20.1% | +9.6% | +10.5% | +13.2% |
| 3Y | +77.6% | -3.7% | +81.3% | +69.8% |
| 5Y | +82.5% | +22.6% | +59.9% | +59.9% |
| All | +315.2% | +17.2% | +298.0% | +247.4% |
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