+202.3%
ECL vs IAG
+389.3%
-187.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +2.9% | -7.7% | +10.5% | +3.3% |
| 30D | +7.5% | +1.6% | +5.9% | +7.3% |
| 3M | +12.2% | -2.4% | +14.7% | +12.1% |
| 6M | +24.6% | -7.8% | +32.4% | +24.5% |
| YTD | +18.8% | +5.0% | +13.7% | +17.3% |
| 1Y | +19.3% | +25.7% | -6.4% | +16.6% |
| 3Y | +78.2% | +694.5% | -616.3% | +53.3% |
| 5Y | +38.8% | +421.7% | -382.9% | +17.8% |
| All | +202.3% | +389.3% | -187.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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