+77.4%
ECL vs IBB
+91.0%
-13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | +8.3% | +6.8% | +1.5% | +5.9% |
| 3M | +8.4% | +9.2% | -0.8% | +5.0% |
| 6M | +23.3% | +28.3% | -5.1% | +12.4% |
| YTD | +18.2% | +29.4% | -11.2% | +7.4% |
| 1Y | +18.8% | +33.2% | -14.4% | +6.7% |
| All | +77.4% | +91.0% | -13.6% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling