+17.9%
ECL vs IBN
+13.1%
+4.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.5% | +5.7% | -6.2% | -2.5% |
| 30D | +6.6% | +20.5% | -13.9% | -1.3% |
| 3M | +9.6% | +15.2% | -5.6% | +3.4% |
| 6M | +21.6% | +34.5% | -12.9% | +6.8% |
| YTD | +16.9% | +16.4% | +0.5% | +9.0% |
| 1Y | +17.9% | +13.5% | +4.3% | +9.9% |
| All | +17.9% | +13.1% | +4.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling