+417.8%
ECHO vs IBN
+29.3%
+388.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.5% |
| 7D | +8.6% | -2.2% | +10.8% | +9.0% |
| 30D | +3.8% | -2.3% | +6.0% | +4.2% |
| 3M | -19.9% | +15.9% | -35.8% | -22.3% |
| 6M | -12.1% | +5.6% | -17.7% | -13.4% |
| YTD | -14.1% | -0.1% | -14.0% | -14.8% |
| 1Y | +15.9% | -6.5% | +22.4% | +15.8% |
| 3Y | +417.8% | +29.3% | +388.5% | +343.3% |
| All | +417.8% | +29.3% | +388.5% | +343.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling