+140.3%
ECHO vs IAU
+210.5%
-70.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.4% |
| 7D | +9.1% | -5.5% | +14.6% | +10.3% |
| 30D | +7.2% | -7.0% | +14.2% | +8.7% |
| 3M | +6.1% | -12.3% | +18.4% | +8.7% |
| 6M | -24.2% | -17.9% | -6.2% | -21.6% |
| YTD | -9.7% | -10.3% | +0.6% | -7.6% |
| 1Y | +40.9% | -7.9% | +48.8% | +43.8% |
| 3Y | +883.3% | +98.7% | +784.6% | +816.3% |
| 5Y | +224.2% | +105.0% | +119.1% | +199.2% |
| All | +140.3% | +210.5% | -70.2% | +134.8% |
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