-3.5%
IR vs ECL
+3.0%
-6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -0.8% |
| 30D | -15.1% | -2.2% | -13.0% | -13.7% |
| 3M | +6.1% | +10.1% | -4.0% | -1.4% |
| 6M | -16.8% | -5.7% | -11.1% | -14.6% |
| YTD | -3.5% | +7.0% | -10.5% | -8.1% |
| 1Y | -3.5% | +2.7% | -6.2% | -6.3% |
| All | -3.5% | +3.0% | -6.5% | -6.3% |
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