-1.3%
ECL vs IRE
-84.0%
+82.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.1% |
| 7D | -2.7% | +29.0% | -31.8% | -2.7% |
| 30D | -4.3% | +24.2% | -28.5% | -4.3% |
| 3M | +3.2% | -53.2% | +56.4% | +4.1% |
| 6M | -2.9% | -36.0% | +33.1% | -2.5% |
| YTD | +4.3% | -51.0% | +55.3% | +4.0% |
| All | -1.3% | -84.0% | +82.7% | -0.6% |
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