+240.0%
ECHO vs IAG
+171.5%
+68.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +2.4% | +28.9% | -26.5% | -0.1% |
| 3M | -28.0% | +19.1% | -47.1% | -29.2% |
| 6M | -21.2% | -10.3% | -11.0% | -21.0% |
| YTD | -17.4% | +24.2% | -41.6% | -19.4% |
| 1Y | +33.6% | +116.5% | -82.9% | +24.2% |
| 3Y | +419.7% | +742.8% | -323.1% | +328.2% |
| 5Y | +241.7% | +753.3% | -511.6% | +174.2% |
| 10Y | +180.8% | +403.2% | -222.4% | +121.9% |
| All | +240.0% | +171.5% | +68.5% | +135.8% |
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