+763.2%
IWM vs EIX
+575.5%
+187.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +0.6% | +8.9% | -8.3% | -1.6% |
| 3M | -6.2% | -9.8% | +3.6% | -5.1% |
| 6M | -0.8% | -10.2% | +9.4% | +0.3% |
| YTD | +14.8% | +5.9% | +8.8% | +10.5% |
| 1Y | +16.1% | +10.9% | +5.3% | +10.3% |
| 3Y | +71.5% | +10.2% | +61.3% | +60.8% |
| 5Y | +25.8% | +17.0% | +8.7% | +15.2% |
| 10Y | +155.4% | +35.1% | +120.3% | +117.7% |
| All | +763.2% | +575.5% | +187.6% | +438.5% |
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 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