+197.5%
ECL vs IRM
+524.5%
-327.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | -0.5% | +8.6% | -9.1% | -3.2% |
| 30D | +6.6% | 0.0% | +6.6% | +6.2% |
| 3M | +9.6% | -7.1% | +16.8% | +11.7% |
| 6M | +21.6% | -7.9% | +29.5% | +23.6% |
| YTD | +16.9% | +41.3% | -24.4% | +0.9% |
| 1Y | +17.9% | +20.7% | -2.9% | +7.4% |
| 3Y | +76.5% | +112.2% | -35.7% | +23.6% |
| 5Y | +36.6% | +191.2% | -154.6% | -17.4% |
| All | +197.5% | +524.5% | -327.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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