+192.5%
ECHO vs IJR
+172.1%
+20.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +0.9% |
| 7D | +3.7% | -2.2% | +5.9% | +5.8% |
| 30D | +0.7% | -4.6% | +5.3% | +5.1% |
| 3M | -27.3% | +0.2% | -27.5% | -27.5% |
| 6M | -17.0% | +14.7% | -31.7% | -26.7% |
| YTD | -14.3% | +18.9% | -33.2% | -26.8% |
| 1Y | +20.9% | +19.9% | +1.0% | +2.3% |
| 3Y | +423.0% | +53.0% | +369.9% | +266.1% |
| 5Y | +265.7% | +40.9% | +224.8% | +172.0% |
| All | +192.5% | +172.1% | +20.4% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling