+259.8%
ECHO vs IJH
+48.0%
+211.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | +3.7% | -1.9% | +5.6% | +5.9% |
| 30D | +0.7% | -4.6% | +5.3% | +6.1% |
| 3M | -27.3% | -1.2% | -26.1% | -26.3% |
| 6M | -17.0% | +9.4% | -26.4% | -24.5% |
| YTD | -14.3% | +13.3% | -27.6% | -25.1% |
| 1Y | +20.9% | +13.4% | +7.5% | +5.7% |
| 3Y | +423.0% | +50.4% | +372.5% | +254.4% |
| All | +259.8% | +48.0% | +211.8% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling