+144.3%
IWM vs EIX
+34.9%
+109.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +2.8% | -1.5% | +4.2% | +3.2% |
| 30D | +0.6% | +8.1% | -7.5% | -1.7% |
| 3M | -7.8% | -12.1% | +4.4% | -5.7% |
| 6M | -1.0% | -13.4% | +12.5% | +1.3% |
| YTD | +13.9% | +5.6% | +8.3% | +8.4% |
| 1Y | +15.4% | +7.8% | +7.6% | +8.9% |
| 3Y | +70.2% | +9.8% | +60.4% | +55.9% |
| 5Y | +23.7% | +18.8% | +4.8% | +8.9% |
| All | +144.3% | +34.9% | +109.5% | +100.5% |
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