+77.8%
ECL vs IT
-51.0%
+128.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.3% |
| 7D | -0.8% | -16.9% | +16.2% | +0.8% |
| 30D | +8.1% | +2.3% | +5.8% | +7.9% |
| 3M | +6.4% | +2.9% | +3.5% | +5.9% |
| 6M | +14.8% | +25.9% | -11.1% | +11.6% |
| YTD | +15.5% | -24.6% | +40.1% | +18.4% |
| 1Y | +20.1% | -16.0% | +36.2% | +21.5% |
| 3Y | +77.8% | -51.6% | +129.3% | +83.8% |
| All | +77.8% | -51.0% | +128.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling