+36.6%
ECL vs IBB
+40.3%
-3.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.1% |
| 7D | -0.5% | +1.6% | -2.1% | -1.2% |
| 30D | +6.6% | +6.7% | -0.1% | +3.2% |
| 3M | +9.6% | +6.3% | +3.3% | +6.0% |
| 6M | +21.6% | +23.9% | -2.3% | +8.7% |
| YTD | +16.9% | +26.6% | -9.7% | +3.1% |
| 1Y | +17.9% | +29.6% | -11.8% | +2.6% |
| 3Y | +76.5% | +86.1% | -9.6% | +22.9% |
| 5Y | +36.6% | +40.3% | -3.7% | -1.1% |
| All | +36.6% | +40.3% | -3.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling