+12,727.7%
ECL vs IFF
+848.0%
+11,879.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | +8.3% | +18.6% | -10.2% | +0.3% |
| 6M | -1.1% | +17.4% | -18.5% | -9.0% |
| YTD | +6.5% | +28.5% | -22.0% | -6.0% |
| 1Y | +2.1% | +32.5% | -30.4% | -11.4% |
| 3Y | +57.6% | +34.1% | +23.6% | +32.4% |
| 5Y | +28.1% | -35.2% | +63.2% | +43.5% |
| 10Y | +153.2% | -21.1% | +174.3% | +147.8% |
| All | +12,727.7% | +848.0% | +11,879.7% | +4,426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling