+12.2%
IOT vs ECL
+3.0%
+9.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -2.3% | -2.6% | +0.3% | -2.5% |
| 30D | +3.8% | -2.2% | +6.0% | +3.6% |
| 3M | +14.2% | +10.1% | +4.1% | +16.8% |
| 6M | +40.1% | -5.7% | +45.9% | +43.8% |
| YTD | +13.4% | +7.0% | +6.4% | +12.9% |
| 1Y | +12.2% | +2.7% | +9.5% | +12.7% |
| All | +12.2% | +3.0% | +9.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling