+140.3%
ECHO vs IBN
+383.7%
-243.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | +9.1% | +5.7% | +3.4% | +7.6% |
| 30D | +7.2% | +20.5% | -13.3% | +1.8% |
| 3M | +6.1% | +15.2% | -9.2% | +1.9% |
| 6M | -24.2% | +34.5% | -58.7% | -30.2% |
| YTD | -9.7% | +16.4% | -26.1% | -13.8% |
| 1Y | +40.9% | +13.5% | +27.4% | +35.3% |
| 3Y | +883.3% | +55.4% | +827.8% | +750.7% |
| 5Y | +224.2% | +73.1% | +151.1% | +169.9% |
| All | +140.3% | +383.7% | -243.4% | +45.1% |
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