+253.7%
ECHO vs IBN
+212.5%
+41.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.7% |
| 7D | +8.6% | -2.2% | +10.8% | +9.1% |
| 30D | +3.8% | -2.3% | +6.0% | +4.3% |
| 3M | -19.9% | +15.9% | -35.8% | -22.8% |
| 6M | -12.1% | +5.6% | -17.7% | -13.4% |
| YTD | -14.1% | -0.1% | -14.0% | -14.3% |
| 1Y | +15.9% | -6.5% | +22.4% | +17.2% |
| 3Y | +417.8% | +29.3% | +388.5% | +378.5% |
| 5Y | +259.3% | +56.6% | +202.7% | +213.7% |
| 10Y | +192.7% | +314.4% | -121.6% | +90.7% |
| All | +253.7% | +212.5% | +41.2% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling