+247.8%
ECHO vs IJH
+467.5%
-219.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.4% |
| 7D | +2.3% | -2.5% | +4.8% | +4.5% |
| 30D | +4.4% | -5.0% | +9.4% | +9.1% |
| 3M | -20.3% | +0.5% | -20.8% | -20.4% |
| 6M | -15.3% | +8.2% | -23.6% | -20.6% |
| YTD | -15.5% | +12.4% | -28.0% | -23.2% |
| 1Y | +15.0% | +14.4% | +0.6% | +3.0% |
| 3Y | +409.1% | +49.5% | +359.6% | +277.9% |
| 5Y | +260.6% | +47.8% | +212.8% | +168.5% |
| 10Y | +193.0% | +180.4% | +12.6% | +33.2% |
| All | +247.8% | +467.5% | -219.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling