+1,814.4%
ECL vs IBB
+566.2%
+1,248.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | +8.1% | +5.1% | +3.1% | +5.6% |
| 3M | +6.4% | +10.7% | -4.4% | +1.1% |
| 6M | +14.8% | +22.9% | -8.1% | +3.9% |
| YTD | +15.5% | +26.7% | -11.2% | +2.9% |
| 1Y | +20.1% | +35.1% | -15.0% | +3.9% |
| 3Y | +77.8% | +80.2% | -2.4% | +32.9% |
| 5Y | +37.9% | +37.8% | 0.0% | +15.5% |
| 10Y | +202.7% | +161.2% | +41.5% | +85.0% |
| All | +1,814.4% | +566.2% | +1,248.2% | +478.9% |
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