+258.3%
ECHO vs IBB
+725.6%
-467.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.3% |
| 30D | -3.1% | +5.1% | -8.2% | -5.5% |
| 3M | +8.7% | +10.7% | -2.0% | +2.7% |
| 6M | -24.8% | +22.9% | -47.6% | -32.7% |
| YTD | -13.0% | +26.7% | -39.7% | -23.5% |
| 1Y | +33.9% | +35.1% | -1.2% | +13.5% |
| 3Y | +791.8% | +80.2% | +711.6% | +549.3% |
| 5Y | +261.7% | +37.8% | +223.9% | +197.4% |
| 10Y | +157.3% | +161.2% | -3.9% | +46.6% |
| All | +258.3% | +725.6% | -467.3% | -18.2% |
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