+15.0%
ECHO vs IAG
+94.1%
-79.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +2.3% | -4.1% | +6.4% | +3.3% |
| 30D | +4.4% | +10.6% | -6.2% | +1.2% |
| 3M | -20.3% | +35.4% | -55.7% | -27.0% |
| 6M | -15.3% | -9.5% | -5.8% | -17.0% |
| YTD | -15.5% | +21.8% | -37.3% | -20.0% |
| 1Y | +15.0% | +84.1% | -69.2% | -0.4% |
| All | +15.0% | +94.1% | -79.1% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling