+251.0%
ECHO vs IAG
+804.8%
-553.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.6% |
| 7D | +5.3% | +1.7% | +3.7% | +5.1% |
| 30D | +2.4% | +11.4% | -9.0% | +0.6% |
| 3M | -21.8% | +33.0% | -54.8% | -25.4% |
| 6M | -16.9% | -6.0% | -10.9% | -17.3% |
| YTD | -16.0% | +24.6% | -40.5% | -19.6% |
| 1Y | +9.3% | +105.0% | -95.7% | -2.0% |
| 3Y | +406.2% | +837.9% | -431.7% | +269.1% |
| 5Y | +251.0% | +817.0% | -566.0% | +147.6% |
| All | +251.0% | +804.8% | -553.9% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling