+417.8%
ECHO vs IAG
+797.8%
-379.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | +8.6% | +4.3% | +4.3% | +7.7% |
| 30D | +3.8% | +9.8% | -6.0% | +1.7% |
| 3M | -19.9% | +28.9% | -48.8% | -24.0% |
| 6M | -12.1% | -7.6% | -4.5% | -12.6% |
| YTD | -14.1% | +22.0% | -36.0% | -18.1% |
| 1Y | +15.9% | +99.5% | -83.6% | +2.5% |
| 3Y | +417.8% | +818.3% | -400.4% | +236.5% |
| All | +417.8% | +797.8% | -379.9% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling