+415.7%
ECHO vs IJR
+51.3%
+364.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.6% |
| 7D | +2.3% | -2.3% | +4.6% | +5.2% |
| 30D | +4.4% | -4.7% | +9.1% | +10.6% |
| 3M | -20.3% | +2.1% | -22.4% | -22.2% |
| 6M | -15.3% | +13.9% | -29.2% | -27.7% |
| YTD | -15.5% | +18.2% | -33.7% | -31.4% |
| 1Y | +15.0% | +21.8% | -6.9% | -10.5% |
| All | +415.7% | +51.3% | +364.5% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling