+19.3%
ECL vs IRE
-97.6%
+116.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.4% | +16.0% | +1.5% |
| 7D | +2.9% | -31.8% | +34.7% | +2.6% |
| 30D | +7.5% | -71.8% | +79.2% | +6.9% |
| 3M | +12.2% | -88.9% | +101.2% | +11.3% |
| 6M | +24.6% | -95.4% | +119.9% | +24.5% |
| YTD | +18.8% | -94.2% | +113.0% | +18.5% |
| 1Y | +19.3% | -97.1% | +116.4% | +18.1% |
| All | +19.3% | -97.6% | +116.9% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling