+155.6%
ECL vs IT
+88.4%
+67.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -2.7% | -9.1% | +6.4% | -0.3% |
| 30D | -4.3% | -12.2% | +7.9% | -1.1% |
| 3M | +3.2% | +7.8% | -4.6% | -0.8% |
| 6M | -2.9% | +2.0% | -4.9% | -6.2% |
| YTD | +4.3% | -32.7% | +37.0% | +13.8% |
| 1Y | +1.6% | -31.1% | +32.7% | +9.2% |
| 3Y | +54.3% | -52.1% | +106.3% | +79.4% |
| 5Y | +26.5% | -46.3% | +72.8% | +36.7% |
| 10Y | +155.6% | +91.4% | +64.2% | +65.2% |
| All | +155.6% | +88.4% | +67.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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