+193.5%
ECL vs IRM
+481.3%
-287.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -5.1% | +5.5% | +2.0% |
| 30D | +8.6% | -3.3% | +11.8% | +9.5% |
| 3M | +7.9% | -8.2% | +16.1% | +10.3% |
| 6M | +21.0% | -12.8% | +33.8% | +25.4% |
| YTD | +17.5% | +36.6% | -19.1% | +2.6% |
| 1Y | +19.7% | +11.9% | +7.8% | +12.0% |
| 3Y | +77.4% | +105.1% | -27.7% | +25.7% |
| 5Y | +38.7% | +182.4% | -143.7% | -15.2% |
| 10Y | +193.5% | +505.1% | -311.6% | +30.8% |
| All | +193.5% | +481.3% | -287.8% | +30.8% |
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