+417.8%
ECHO vs IAU
+125.1%
+292.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.6% |
| 7D | +8.6% | +0.7% | +7.8% | +8.3% |
| 30D | +3.8% | +0.3% | +3.4% | +3.5% |
| 3M | -19.9% | +0.7% | -20.6% | -20.3% |
| 6M | -12.1% | -15.5% | +3.4% | -9.7% |
| YTD | -14.1% | +1.0% | -15.0% | -13.9% |
| 1Y | +15.9% | +19.6% | -3.7% | +13.4% |
| 3Y | +417.8% | +125.4% | +292.4% | +248.5% |
| All | +417.8% | +125.1% | +292.7% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling