+33.6%
ECHO vs IJR
+25.5%
+8.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | +2.4% | -2.4% | +4.8% | +4.6% |
| 3M | -28.0% | +3.9% | -31.9% | -29.9% |
| 6M | -21.2% | +12.4% | -33.6% | -27.7% |
| YTD | -17.4% | +21.5% | -38.9% | -28.1% |
| 1Y | +33.6% | +24.0% | +9.6% | +15.3% |
| All | +33.6% | +25.5% | +8.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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