+1,364.4%
ECL vs IAG
+377.5%
+987.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | -2.2% | +28.9% | -31.1% | -3.9% |
| 3M | +10.1% | +19.1% | -9.0% | +8.5% |
| 6M | -5.7% | -10.3% | +4.5% | -5.6% |
| YTD | +7.0% | +24.2% | -17.2% | +4.5% |
| 1Y | +2.7% | +116.5% | -113.8% | -3.4% |
| 3Y | +57.7% | +742.8% | -685.1% | +33.2% |
| 5Y | +31.1% | +753.3% | -722.2% | +8.0% |
| 10Y | +150.9% | +403.2% | -252.3% | +103.4% |
| All | +1,364.4% | +377.5% | +987.0% | +932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling