+755.3%
IVV vs EIX
+600.9%
+154.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | -3.7% | +8.9% | -12.5% | -5.6% |
| 3M | -2.7% | -9.8% | +7.1% | -1.6% |
| 6M | +2.2% | -10.2% | +12.4% | +3.1% |
| YTD | +10.9% | +5.9% | +5.0% | +7.1% |
| 1Y | +11.3% | +10.9% | +0.4% | +6.2% |
| 3Y | +76.9% | +10.2% | +66.7% | +66.0% |
| 5Y | +73.5% | +17.0% | +56.4% | +59.4% |
| 10Y | +307.4% | +35.1% | +272.3% | +249.0% |
| All | +755.3% | +600.9% | +154.4% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling