+192.7%
ECHO vs IONS
+88.4%
+104.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.5% |
| 7D | +8.6% | -5.3% | +13.9% | +9.5% |
| 30D | +3.8% | +0.3% | +3.5% | +3.5% |
| 3M | -19.9% | -22.9% | +3.0% | -17.1% |
| 6M | -12.1% | -23.4% | +11.3% | -9.0% |
| YTD | -14.1% | -28.3% | +14.3% | -10.0% |
| 1Y | +15.9% | -7.0% | +22.9% | +15.2% |
| 3Y | +417.8% | +37.6% | +380.2% | +363.4% |
| 5Y | +259.3% | +53.4% | +205.9% | +206.7% |
| 10Y | +192.7% | +83.9% | +108.8% | +151.5% |
| All | +192.7% | +88.4% | +104.3% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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