+253.7%
ECHO vs IJR
+474.2%
-220.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.6% |
| 7D | +8.6% | +0.9% | +7.6% | +7.8% |
| 30D | +3.8% | -3.1% | +6.9% | +6.4% |
| 3M | -19.9% | +4.4% | -24.3% | -22.5% |
| 6M | -12.1% | +16.1% | -28.2% | -21.8% |
| YTD | -14.1% | +20.6% | -34.6% | -25.9% |
| 1Y | +15.9% | +22.9% | -7.0% | -1.7% |
| 3Y | +417.8% | +55.2% | +362.6% | +277.3% |
| 5Y | +259.3% | +41.1% | +218.2% | +179.8% |
| 10Y | +192.7% | +167.0% | +25.8% | +43.4% |
| All | +253.7% | +474.2% | -220.5% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling