+188.4%
ECHO vs IAG
+423.2%
-234.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +2.3% | -4.1% | +6.4% | +2.7% |
| 30D | +4.4% | +10.6% | -6.2% | +3.2% |
| 3M | -20.3% | +35.4% | -55.7% | -22.9% |
| 6M | -15.3% | -9.5% | -5.8% | -15.3% |
| YTD | -15.5% | +21.8% | -37.3% | -17.7% |
| 1Y | +15.0% | +84.1% | -69.2% | +8.0% |
| 3Y | +409.1% | +817.4% | -408.2% | +318.6% |
| 5Y | +260.6% | +830.1% | -569.5% | +189.6% |
| All | +188.4% | +423.2% | -234.8% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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