+5,825.6%
ECL vs IRM
+9,515.1%
-3,689.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -5.1% | +5.5% | +1.7% |
| 30D | +8.6% | -3.3% | +11.8% | +9.3% |
| 3M | +7.9% | -8.2% | +16.1% | +9.7% |
| 6M | +21.0% | -12.8% | +33.8% | +24.3% |
| YTD | +17.5% | +36.6% | -19.1% | +6.9% |
| 1Y | +19.7% | +11.9% | +7.8% | +14.3% |
| 3Y | +77.4% | +105.1% | -27.7% | +42.0% |
| 5Y | +38.7% | +182.4% | -143.7% | +1.5% |
| 10Y | +193.5% | +505.1% | -311.6% | +73.8% |
| All | +5,825.6% | +9,515.1% | -3,689.5% | +2,434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling