+7,940.9%
ECL vs IT
+6,105.9%
+1,835.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.9% |
| 7D | -2.6% | -6.0% | +3.4% | -1.6% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | +10.1% | +13.1% | -3.0% | +6.6% |
| 6M | -5.7% | +11.7% | -17.4% | -9.2% |
| YTD | +7.0% | -26.1% | +33.1% | +10.3% |
| 1Y | +2.7% | -21.3% | +23.9% | +4.2% |
| 3Y | +57.7% | -46.7% | +104.5% | +69.0% |
| 5Y | +31.1% | -40.5% | +71.6% | +36.8% |
| 10Y | +150.9% | +103.9% | +47.0% | +108.0% |
| All | +7,940.9% | +6,105.9% | +1,835.0% | +4,160.4% |
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