+192.5%
ECHO vs IFF
-20.3%
+212.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | -3.2% | +6.9% | +4.8% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | -27.3% | +8.4% | -35.7% | -29.7% |
| 6M | -17.0% | +23.0% | -40.0% | -23.4% |
| YTD | -14.3% | +25.5% | -39.8% | -21.6% |
| 1Y | +20.9% | +29.1% | -8.2% | +9.2% |
| 3Y | +423.0% | +31.7% | +391.3% | +358.8% |
| 5Y | +265.7% | -35.2% | +300.9% | +297.6% |
| All | +192.5% | -20.3% | +212.7% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling