+34.2%
ECHO vs IFF
+44.8%
-10.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.3% |
| 7D | +4.6% | -3.3% | +7.9% | +5.2% |
| 30D | +0.4% | +5.3% | -4.9% | -1.3% |
| 3M | +7.7% | +8.9% | -1.2% | +4.5% |
| 6M | -18.0% | +26.3% | -44.4% | -24.7% |
| YTD | -9.3% | +32.2% | -41.4% | -15.8% |
| 1Y | +34.2% | +45.8% | -11.5% | +24.2% |
| All | +34.2% | +44.8% | -10.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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