+26.8%
IP vs ECL
+205.6%
-178.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.6% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +10.6% | +8.8% | +1.8% | +4.9% |
| 3M | -13.6% | +7.8% | -21.4% | -17.6% |
| 6M | +10.4% | +21.3% | -10.9% | -1.8% |
| YTD | -6.5% | +17.8% | -24.3% | -15.1% |
| 1Y | -2.1% | +21.1% | -23.2% | -12.6% |
| 3Y | +22.0% | +80.1% | -58.1% | -16.7% |
| 5Y | -9.7% | +40.5% | -50.2% | -29.2% |
| 10Y | +26.8% | +197.7% | -170.9% | -39.1% |
| All | +26.8% | +205.6% | -178.8% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling