+949.3%
ECHO vs IAG
+696.0%
+253.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | +3.6% | +3.4% | +0.2% | +3.0% |
| 30D | +7.5% | -2.7% | +10.2% | +7.7% |
| 3M | +16.2% | -0.5% | +16.7% | +15.6% |
| 6M | -20.9% | -4.8% | -16.0% | -21.3% |
| YTD | -6.0% | +9.6% | -15.6% | -8.6% |
| 1Y | +43.4% | +32.2% | +11.2% | +36.2% |
| All | +949.3% | +696.0% | +253.2% | +641.3% |
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