+24.2%
IR vs ECL
+77.0%
-52.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.5% |
| 30D | +8.1% | +6.6% | +1.5% | +3.8% |
| 3M | +0.7% | +9.6% | -8.9% | -5.0% |
| 6M | +16.6% | +21.6% | -5.0% | +3.3% |
| YTD | +7.8% | +16.9% | -9.1% | -1.9% |
| 1Y | +9.9% | +17.9% | -8.0% | -0.4% |
| All | +24.2% | +77.0% | -52.8% | -2.3% |
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 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