+77.4%
ECL vs INDA
+18.0%
+59.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.4% | +6.2% | -5.8% | -1.9% |
| 30D | +8.6% | +12.4% | -3.8% | +3.7% |
| 3M | +7.9% | +3.2% | +4.7% | +6.5% |
| 6M | +21.0% | +3.8% | +17.3% | +19.1% |
| YTD | +17.5% | -4.3% | +21.8% | +18.0% |
| 1Y | +19.7% | -4.5% | +24.1% | +20.2% |
| 3Y | +77.4% | +17.1% | +60.3% | +66.3% |
| All | +77.4% | +18.0% | +59.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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