+40.9%
ECHO vs IAG
+25.8%
+15.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | -2.5% |
| 7D | +9.1% | -2.1% | +11.2% | +9.7% |
| 30D | +7.2% | -6.2% | +13.4% | +8.8% |
| 3M | +6.1% | -5.1% | +11.2% | +6.5% |
| 6M | -24.2% | -10.0% | -14.2% | -23.9% |
| YTD | -9.7% | +3.9% | -13.7% | -11.6% |
| 1Y | +40.9% | +18.9% | +22.1% | +32.7% |
| All | +40.9% | +25.8% | +15.1% | +32.7% |
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