+412.7%
ECHO vs IEF
+10.0%
+402.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -1.9% |
| 7D | +5.3% | -0.3% | +5.6% | +5.7% |
| 30D | +2.4% | -0.6% | +3.0% | +3.0% |
| 3M | -21.8% | -1.0% | -20.8% | -20.8% |
| 6M | -16.9% | -3.1% | -13.9% | -14.3% |
| YTD | -16.0% | -1.9% | -14.1% | -14.1% |
| 1Y | +9.3% | -1.4% | +10.6% | +11.2% |
| All | +412.7% | +10.0% | +402.7% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling