+30.8%
IYR vs ECL
+57.4%
-26.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -2.5% | -2.5% | 0.0% | -1.6% |
| 3M | +1.5% | +8.3% | -6.9% | -2.2% |
| 6M | +3.9% | -1.1% | +4.9% | +4.0% |
| YTD | +9.5% | +6.5% | +3.0% | +5.9% |
| 1Y | +7.5% | +2.1% | +5.4% | +5.7% |
| All | +30.8% | +57.4% | -26.6% | +2.2% |
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 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