+11.5%
ECL vs IRE
-97.3%
+108.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | -0.5% | -15.5% | +15.0% | -0.5% |
| 30D | +8.8% | -70.4% | +79.2% | +8.6% |
| 3M | +7.8% | -81.6% | +89.5% | +7.6% |
| 6M | +21.3% | -94.7% | +116.0% | +22.3% |
| YTD | +17.8% | -91.8% | +109.5% | +17.2% |
| 1Y | +21.1% | -97.6% | +118.6% | +22.6% |
| All | +11.5% | -97.3% | +108.8% | +12.0% |
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