+40.5%
ECL vs IAG
+540.0%
-499.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.7% | +1.6% |
| 7D | -0.5% | +24.0% | -24.5% | -2.1% |
| 30D | +8.8% | +5.5% | +3.3% | +8.2% |
| 3M | +7.8% | +8.3% | -0.4% | +6.9% |
| 6M | +21.3% | +6.1% | +15.2% | +20.0% |
| YTD | +17.8% | +20.3% | -2.5% | +14.8% |
| 1Y | +21.1% | +56.5% | -35.4% | +15.6% |
| 3Y | +80.1% | +762.6% | -682.5% | +45.1% |
| 5Y | +40.5% | +546.3% | -505.8% | +4.1% |
| All | +40.5% | +540.0% | -499.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling