+741.9%
IWM vs EIX
+566.2%
+175.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.6% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | -1.5% | +9.1% | -10.6% | -3.7% |
| 3M | -8.0% | -10.2% | +2.2% | -6.7% |
| 6M | -4.1% | -11.2% | +7.1% | -2.8% |
| YTD | +11.9% | +4.5% | +7.4% | +8.1% |
| 1Y | +15.0% | +10.9% | +4.1% | +9.2% |
| 3Y | +64.2% | +8.4% | +55.8% | +54.5% |
| 5Y | +20.4% | +18.0% | +2.4% | +10.0% |
| 10Y | +168.0% | +30.3% | +137.7% | +130.4% |
| All | +741.9% | +566.2% | +175.7% | +427.1% |
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