+8,580.0%
ECL vs IT
+6,228.4%
+2,351.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | -0.8% | -16.9% | +16.2% | +2.4% |
| 30D | +8.1% | +2.3% | +5.8% | +7.4% |
| 3M | +6.4% | +2.9% | +3.5% | +5.1% |
| 6M | +14.8% | +25.9% | -11.1% | +8.0% |
| YTD | +15.5% | -24.6% | +40.1% | +18.0% |
| 1Y | +20.1% | -16.0% | +36.2% | +20.2% |
| 3Y | +77.8% | -51.6% | +129.3% | +93.3% |
| 5Y | +37.9% | -42.6% | +80.5% | +44.0% |
| 10Y | +202.7% | +103.6% | +99.1% | +149.6% |
| All | +8,580.0% | +6,228.4% | +2,351.7% | +4,457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling