+152.1%
ECL vs IAG
+423.2%
-271.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.6% | -4.1% | +1.4% | -2.4% |
| 30D | -4.6% | +10.6% | -15.2% | -5.2% |
| 3M | +6.0% | +35.4% | -29.4% | +3.9% |
| 6M | -3.0% | -9.5% | +6.6% | -2.9% |
| YTD | +4.0% | +21.8% | -17.8% | +2.1% |
| 1Y | +2.0% | +84.1% | -82.1% | -2.4% |
| 3Y | +53.9% | +817.4% | -763.4% | +32.1% |
| 5Y | +27.1% | +830.1% | -803.0% | +6.0% |
| All | +152.1% | +423.2% | -271.1% | +111.9% |
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