+415.7%
ECHO vs IFF
+29.7%
+386.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.3% | -2.8% | +5.1% | +3.1% |
| 30D | +4.4% | -1.1% | +5.5% | +4.6% |
| 3M | -20.3% | +13.8% | -34.1% | -23.9% |
| 6M | -15.3% | +16.7% | -32.0% | -20.3% |
| YTD | -15.5% | +26.1% | -41.6% | -22.3% |
| 1Y | +15.0% | +33.5% | -18.5% | +3.6% |
| All | +415.7% | +29.7% | +386.1% | +300.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling