+11.2%
ECL vs IRE
-97.7%
+108.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.8% | +15.6% | -0.3% |
| 7D | +0.4% | -41.9% | +42.3% | +0.3% |
| 30D | +8.6% | -75.1% | +83.7% | +8.3% |
| 3M | +7.9% | -82.4% | +90.3% | +7.6% |
| 6M | +21.0% | -95.5% | +116.6% | +21.9% |
| YTD | +17.5% | -93.1% | +110.6% | +16.9% |
| 1Y | +19.7% | -97.8% | +117.4% | +20.8% |
| All | +11.2% | -97.7% | +108.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling