+192.7%
ECHO vs IBB
+122.6%
+70.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.2% |
| 7D | +8.6% | -1.7% | +10.2% | +9.5% |
| 30D | +3.8% | +4.9% | -1.1% | +0.8% |
| 3M | -19.9% | +24.2% | -44.1% | -29.0% |
| 6M | -12.1% | +23.8% | -35.9% | -21.9% |
| YTD | -14.1% | +23.0% | -37.0% | -23.5% |
| 1Y | +15.9% | +46.2% | -30.3% | -6.1% |
| 3Y | +417.8% | +64.8% | +353.0% | +294.5% |
| 5Y | +259.3% | +20.9% | +238.4% | +212.5% |
| 10Y | +192.7% | +121.6% | +71.2% | +90.0% |
| All | +192.7% | +122.6% | +70.1% | +90.0% |
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