+240.0%
ECHO vs IEF
+67.8%
+172.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.2% |
| 30D | +2.4% | -0.8% | +3.1% | +1.8% |
| 3M | -28.0% | -1.0% | -27.0% | -28.5% |
| 6M | -21.2% | -2.8% | -18.5% | -23.1% |
| YTD | -17.4% | -1.5% | -15.9% | -18.5% |
| 1Y | +33.6% | -0.4% | +34.0% | +32.9% |
| 3Y | +419.7% | +9.7% | +410.0% | +451.5% |
| 5Y | +241.7% | -8.3% | +250.0% | +193.8% |
| 10Y | +180.8% | +4.6% | +176.1% | +185.5% |
| All | +240.0% | +67.8% | +172.2% | +433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling