+5.7%
IYR vs ECL
+25.4%
-19.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | -0.9% | -2.7% | +1.8% | +0.3% |
| 30D | -2.4% | -4.3% | +1.9% | -0.5% |
| 3M | -2.0% | +3.2% | -5.2% | -3.7% |
| 6M | +2.5% | -2.9% | +5.4% | +3.4% |
| YTD | +8.3% | +4.3% | +4.1% | +5.5% |
| 1Y | +6.5% | +1.6% | +4.8% | +4.7% |
| 3Y | +29.3% | +54.3% | -24.9% | +2.7% |
| 5Y | +5.7% | +26.5% | -20.8% | -12.8% |
| All | +5.7% | +25.4% | -19.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling