+9.3%
ECL vs IRE
-97.2%
+106.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -1.5% |
| 7D | -0.8% | -27.2% | +26.4% | -0.8% |
| 30D | +8.1% | -75.1% | +83.2% | +7.9% |
| 3M | +6.4% | -77.9% | +84.2% | +6.1% |
| 6M | +14.8% | -94.6% | +109.3% | +15.7% |
| YTD | +15.5% | -91.5% | +107.0% | +14.9% |
| 1Y | +20.1% | -97.8% | +117.9% | +22.0% |
| All | +9.3% | -97.2% | +106.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling