+153.1%
IWM vs EIX
+29.3%
+123.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | -1.5% | +9.1% | -10.6% | -4.0% |
| 3M | -8.0% | -10.2% | +2.2% | -6.6% |
| 6M | -4.1% | -11.2% | +7.1% | -2.8% |
| YTD | +11.9% | +4.5% | +7.4% | +6.8% |
| 1Y | +15.0% | +10.9% | +4.1% | +7.5% |
| 3Y | +64.2% | +8.4% | +55.8% | +51.0% |
| 5Y | +20.4% | +18.0% | +2.4% | +6.2% |
| All | +153.1% | +29.3% | +123.8% | +110.3% |
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