+78.2%
ECL vs IFF
+22.2%
+56.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +2.9% | -1.8% | +4.6% | +3.4% |
| 30D | +7.5% | -9.4% | +16.9% | +10.7% |
| 3M | +12.2% | -3.0% | +15.2% | +13.0% |
| 6M | +24.6% | +5.8% | +18.8% | +21.6% |
| YTD | +18.8% | +22.4% | -3.6% | +10.0% |
| 1Y | +19.3% | +23.0% | -3.7% | +10.3% |
| 3Y | +78.2% | +21.8% | +56.4% | +62.0% |
| All | +78.2% | +22.2% | +56.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling