+15.9%
ECHO vs IBB
+45.6%
-29.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.1% |
| 7D | +8.6% | -1.7% | +10.2% | +9.4% |
| 30D | +3.8% | +4.9% | -1.1% | +0.3% |
| 3M | -19.9% | +24.2% | -44.1% | -30.1% |
| 6M | -12.1% | +23.8% | -35.9% | -23.1% |
| YTD | -14.1% | +23.0% | -37.0% | -24.7% |
| 1Y | +15.9% | +46.2% | -30.3% | -10.1% |
| All | +15.9% | +45.6% | -29.8% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling