+192.5%
ECHO vs IBN
+324.2%
-131.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +3.7% | -3.0% | +6.7% | +4.5% |
| 30D | +0.7% | -1.5% | +2.2% | +1.0% |
| 3M | -27.3% | +7.9% | -35.2% | -28.9% |
| 6M | -17.0% | +8.6% | -25.6% | -18.9% |
| YTD | -14.3% | -0.6% | -13.8% | -14.5% |
| 1Y | +20.9% | -7.3% | +28.2% | +22.5% |
| 3Y | +423.0% | +26.2% | +396.8% | +381.6% |
| 5Y | +265.7% | +57.8% | +207.8% | +213.6% |
| All | +192.5% | +324.2% | -131.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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