+1,673.4%
ECL vs IBB
+560.8%
+1,112.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -2.6% | +1.4% | -4.0% | -3.2% |
| 30D | -2.2% | +10.5% | -12.7% | -6.6% |
| 3M | +10.1% | +23.6% | -13.5% | -0.2% |
| 6M | -5.7% | +22.6% | -28.4% | -14.4% |
| YTD | +7.0% | +25.7% | -18.7% | -4.1% |
| 1Y | +2.7% | +51.4% | -48.7% | -15.6% |
| 3Y | +57.7% | +64.4% | -6.7% | +23.3% |
| 5Y | +31.1% | +22.1% | +9.0% | +16.1% |
| 10Y | +150.9% | +132.5% | +18.4% | +61.5% |
| All | +1,673.4% | +560.8% | +1,112.6% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling