+192.5%
ECHO vs IDXX
+360.5%
-168.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -5.7% | +9.4% | +5.1% |
| 30D | +0.7% | -11.5% | +12.2% | +3.5% |
| 3M | -27.3% | -9.5% | -17.8% | -25.9% |
| 6M | -17.0% | -16.0% | -1.0% | -14.0% |
| YTD | -14.3% | -25.4% | +11.1% | -8.9% |
| 1Y | +20.9% | -21.8% | +42.7% | +26.6% |
| 3Y | +423.0% | +7.0% | +415.9% | +393.0% |
| 5Y | +265.7% | -26.0% | +291.6% | +262.1% |
| All | +192.5% | +360.5% | -168.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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