+193.5%
ECL vs IBB
+130.8%
+62.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +8.6% | +5.2% | +3.4% | +5.8% |
| 3M | +7.9% | +8.6% | -0.7% | +3.2% |
| 6M | +21.0% | +27.8% | -6.8% | +6.6% |
| YTD | +17.5% | +28.8% | -11.3% | +2.9% |
| 1Y | +19.7% | +36.4% | -16.8% | +1.7% |
| 3Y | +77.4% | +89.3% | -11.9% | +25.4% |
| 5Y | +38.7% | +43.3% | -4.6% | +11.5% |
| 10Y | +193.5% | +130.6% | +62.9% | +84.8% |
| All | +193.5% | +130.8% | +62.7% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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