+23.7%
IP vs ECL
+77.9%
-54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +9.4% | +8.6% | +0.8% | +3.9% |
| 3M | -14.1% | +7.9% | -21.9% | -18.0% |
| 6M | +9.2% | +21.0% | -11.9% | -2.2% |
| YTD | -7.5% | +17.5% | -25.1% | -15.4% |
| 1Y | -2.8% | +19.7% | -22.4% | -11.7% |
| All | +23.7% | +77.9% | -54.2% | -8.0% |
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