+34.2%
ECHO vs IEF
-1.9%
+36.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -4.0% |
| 7D | +4.6% | +0.9% | +3.7% | +3.2% |
| 30D | +0.4% | +3.1% | -2.7% | -5.4% |
| 3M | +7.7% | -1.4% | +9.0% | +12.9% |
| 6M | -18.0% | -1.6% | -16.5% | -13.3% |
| YTD | -9.3% | -2.1% | -7.1% | -0.4% |
| 1Y | +34.2% | -2.0% | +36.2% | +46.4% |
| All | +34.2% | -1.9% | +36.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling