+159.0%
ECHO vs IBB
+139.6%
+19.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.2% | +5.4% |
| 7D | +3.0% | +2.7% | +0.3% | +1.7% |
| 30D | +6.7% | +6.3% | +0.4% | +3.3% |
| 3M | +12.4% | +11.1% | +1.3% | +5.8% |
| 6M | -20.4% | +29.2% | -49.6% | -31.1% |
| YTD | -6.9% | +30.2% | -37.1% | -19.8% |
| 1Y | +37.7% | +39.5% | -1.8% | +14.1% |
| 3Y | +902.9% | +92.3% | +810.5% | +599.3% |
| 5Y | +275.3% | +43.0% | +232.4% | +199.3% |
| 10Y | +159.0% | +137.1% | +21.9% | +60.6% |
| All | +159.0% | +139.6% | +19.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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