+23.9%
IP vs ECL
+57.4%
-33.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -5.3% | -2.6% | -2.7% | -3.7% |
| 30D | -10.9% | -2.2% | -8.7% | -9.6% |
| 3M | +11.2% | +10.1% | +1.1% | +5.9% |
| 6M | -10.2% | -5.7% | -4.5% | -8.1% |
| YTD | -2.0% | +7.0% | -8.9% | -4.7% |
| 1Y | -19.1% | +2.7% | -21.8% | -20.2% |
| All | +23.9% | +57.4% | -33.5% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling