+83.1%
IVV vs EIX
+22.8%
+60.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | -19.1% | +19.2% | +3.6% |
| 30D | +0.1% | -16.9% | +17.0% | +2.7% |
| 3M | +2.0% | -20.0% | +22.0% | +5.3% |
| 6M | +13.0% | -21.3% | +34.4% | +17.0% |
| YTD | +13.6% | -1.7% | +15.3% | +10.6% |
| 1Y | +20.1% | +9.6% | +10.5% | +13.2% |
| 3Y | +77.6% | -3.7% | +81.3% | +67.9% |
| All | +83.1% | +22.8% | +60.3% | +57.8% |
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