+254.8%
ECHO vs IJR
+39.2%
+215.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.5% |
| 7D | +2.3% | -2.3% | +4.6% | +4.8% |
| 30D | +4.4% | -4.7% | +9.1% | +9.7% |
| 3M | -20.3% | +2.1% | -22.4% | -21.9% |
| 6M | -15.3% | +13.9% | -29.2% | -25.9% |
| YTD | -15.5% | +18.2% | -33.7% | -29.1% |
| 1Y | +15.0% | +21.8% | -6.9% | -6.7% |
| 3Y | +409.1% | +52.2% | +357.0% | +239.6% |
| All | +254.8% | +39.2% | +215.6% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling