+191.3%
ECHO vs IAU
+221.5%
-30.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.4% |
| 7D | +5.3% | +0.2% | +5.2% | +5.3% |
| 30D | +2.4% | +0.2% | +2.2% | +2.3% |
| 3M | -21.8% | +3.3% | -25.1% | -22.3% |
| 6M | -16.9% | -14.6% | -2.4% | -15.7% |
| YTD | -16.0% | +1.9% | -17.9% | -16.0% |
| 1Y | +9.3% | +20.9% | -11.6% | +7.7% |
| 3Y | +406.2% | +127.5% | +278.7% | +367.0% |
| 5Y | +251.0% | +141.9% | +109.0% | +221.3% |
| 10Y | +191.3% | +222.8% | -31.5% | +181.2% |
| All | +191.3% | +221.5% | -30.2% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling