+155.6%
ECL vs IBN
+312.2%
-156.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -2.7% | -5.1% | +2.4% | -1.2% |
| 30D | -4.3% | -3.5% | -0.8% | -3.3% |
| 3M | +3.2% | +11.3% | -8.1% | -0.2% |
| 6M | -2.9% | +4.4% | -7.3% | -4.3% |
| YTD | +4.3% | -1.8% | +6.1% | +4.6% |
| 1Y | +1.6% | -8.0% | +9.6% | +3.8% |
| 3Y | +54.3% | +27.1% | +27.2% | +41.0% |
| 5Y | +26.5% | +54.5% | -28.0% | +8.2% |
| 10Y | +155.6% | +314.2% | -158.6% | +72.7% |
| All | +155.6% | +312.2% | -156.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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