-1.1%
IP vs ECL
+19.1%
-20.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -0.9% |
| 7D | -5.0% | +1.7% | -6.6% | -6.6% |
| 30D | +6.5% | +8.9% | -2.4% | -2.4% |
| 3M | -18.0% | +7.4% | -25.5% | -23.7% |
| 6M | +10.3% | +19.3% | -9.0% | -7.7% |
| YTD | -9.9% | +17.4% | -27.3% | -22.6% |
| 1Y | -1.1% | +19.4% | -20.5% | -16.2% |
| All | -1.1% | +19.1% | -20.1% | -16.2% |
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