+336.0%
IR vs ECL
+170.4%
+165.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | +2.5% | +2.9% | -0.3% | +0.7% |
| 30D | +9.2% | +7.5% | +1.7% | +4.1% |
| 3M | +0.9% | +12.2% | -11.3% | -6.4% |
| 6M | +19.2% | +24.6% | -5.3% | +3.4% |
| YTD | +7.5% | +18.8% | -11.3% | -3.8% |
| 1Y | +11.7% | +19.3% | -7.6% | -0.3% |
| 3Y | +23.9% | +78.2% | -54.3% | -15.7% |
| 5Y | +46.4% | +38.8% | +7.6% | +14.8% |
| All | +336.0% | +170.4% | +165.5% | +114.2% |
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 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