+2,317.5%
ECL vs IBN
+1,779.7%
+537.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | +0.4% | +15.8% | -15.3% | -2.3% |
| 30D | +8.6% | +25.1% | -16.5% | +4.1% |
| 3M | +7.9% | +16.0% | -8.1% | +4.8% |
| 6M | +21.0% | +32.8% | -11.7% | +14.7% |
| YTD | +17.5% | +18.0% | -0.5% | +13.7% |
| 1Y | +19.7% | +15.9% | +3.8% | +16.2% |
| 3Y | +77.4% | +57.6% | +19.8% | +61.8% |
| 5Y | +38.7% | +74.7% | -36.0% | +24.0% |
| 10Y | +193.5% | +373.9% | -180.4% | +114.0% |
| All | +2,317.5% | +1,779.7% | +537.8% | +1,148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling