+259.3%
ECHO vs IAU
+139.7%
+119.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.5% |
| 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% | -20.2% |
| 6M | -12.1% | -15.5% | +3.4% | -9.4% |
| YTD | -14.1% | +1.0% | -15.0% | -14.2% |
| 1Y | +15.9% | +19.6% | -3.7% | +12.1% |
| 3Y | +417.8% | +125.4% | +292.4% | +313.5% |
| 5Y | +259.3% | +140.7% | +118.6% | +177.5% |
| All | +259.3% | +139.7% | +119.6% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling