+11.1%
ECL vs IRE
-98.0%
+109.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -33.9% | +31.0% | -3.0% |
| 7D | +1.7% | -57.1% | +58.8% | +1.4% |
| 30D | +8.9% | -84.4% | +93.3% | +8.5% |
| 3M | +7.4% | -85.0% | +92.4% | +7.0% |
| 6M | +19.3% | -95.2% | +114.6% | +19.8% |
| YTD | +17.4% | -93.9% | +111.4% | +16.7% |
| 1Y | +19.4% | -98.8% | +118.2% | +21.9% |
| All | +11.1% | -98.0% | +109.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling