+240.0%
ECHO vs IBB
+719.0%
-478.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +3.4% | +1.4% | +2.0% | +2.6% |
| 30D | +2.4% | +10.5% | -8.1% | -3.2% |
| 3M | -28.0% | +23.6% | -51.6% | -35.8% |
| 6M | -21.2% | +22.6% | -43.9% | -29.5% |
| YTD | -17.4% | +25.7% | -43.1% | -27.1% |
| 1Y | +33.6% | +51.4% | -17.8% | +6.6% |
| 3Y | +419.7% | +64.4% | +355.3% | +297.3% |
| 5Y | +241.7% | +22.1% | +219.6% | +198.6% |
| 10Y | +180.8% | +132.5% | +48.3% | +69.3% |
| All | +240.0% | +719.0% | -478.9% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling