+28.1%
ECL vs IAG
+766.8%
-738.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -0.8% | +4.3% | -5.0% | -1.1% |
| 30D | -2.5% | +9.8% | -12.2% | -3.2% |
| 3M | +8.3% | +28.9% | -20.6% | +6.0% |
| 6M | -1.1% | -7.6% | +6.5% | -1.2% |
| YTD | +6.5% | +22.0% | -15.4% | +4.0% |
| 1Y | +2.1% | +99.5% | -97.4% | -4.2% |
| 3Y | +57.6% | +818.3% | -760.7% | +27.0% |
| 5Y | +28.1% | +785.9% | -757.9% | -3.1% |
| All | +28.1% | +766.8% | -738.8% | -3.1% |
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