+37.8%
ECL vs IRM
+168.2%
-130.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -0.8% | -8.6% | +7.8% | +1.7% |
| 30D | +8.1% | -8.0% | +16.1% | +10.4% |
| 3M | +6.4% | -12.0% | +18.3% | +9.7% |
| 6M | +14.8% | -18.2% | +32.9% | +20.6% |
| YTD | +15.5% | +31.4% | -15.9% | +3.4% |
| 1Y | +20.1% | +9.2% | +10.9% | +14.1% |
| 3Y | +77.8% | +94.6% | -16.8% | +27.1% |
| All | +37.8% | +168.2% | -130.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling