+192.5%
ECHO vs IEF
+3.8%
+188.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | -1.3% | +5.1% | +3.4% |
| 30D | +0.7% | -1.7% | +2.4% | +0.3% |
| 3M | -27.3% | -2.5% | -24.8% | -27.7% |
| 6M | -17.0% | -3.3% | -13.7% | -17.7% |
| YTD | -14.3% | -2.8% | -11.5% | -15.0% |
| 1Y | +20.9% | -2.7% | +23.6% | +20.1% |
| 3Y | +423.0% | +8.9% | +414.1% | +436.9% |
| 5Y | +265.7% | -9.4% | +275.1% | +191.2% |
| All | +192.5% | +3.8% | +188.7% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling