+1.6%
ECL vs IRM
+29.2%
-27.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -2.7% | +3.0% | -5.8% | -3.0% |
| 30D | -4.3% | -5.2% | +0.9% | -3.9% |
| 3M | +3.2% | -8.0% | +11.3% | +3.9% |
| 6M | -2.9% | +9.2% | -12.1% | -4.9% |
| YTD | +4.3% | +41.0% | -36.7% | -1.3% |
| 1Y | +1.6% | +23.3% | -21.6% | -0.7% |
| All | +1.6% | +29.2% | -27.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling