+287.0%
ECHO vs IAG
+139.6%
+147.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | +3.6% | +3.4% | +0.2% | +3.3% |
| 30D | +7.5% | -2.7% | +10.2% | +7.6% |
| 3M | +16.2% | -0.5% | +16.7% | +15.9% |
| 6M | -20.9% | -4.8% | -16.0% | -20.9% |
| YTD | -6.0% | +9.6% | -15.6% | -7.5% |
| 1Y | +43.4% | +32.2% | +11.2% | +38.9% |
| 3Y | +924.0% | +692.5% | +231.5% | +748.0% |
| 5Y | +249.6% | +447.6% | -197.9% | +189.6% |
| 10Y | +151.3% | +403.3% | -252.1% | +99.7% |
| All | +287.0% | +139.6% | +147.4% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling